+1,085.3%
NOC vs VEU
+192.1%
+893.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | -5.2% | +1.1% | -6.3% | -5.8% |
| 30D | -7.2% | +2.2% | -9.4% | -8.3% |
| 3M | -5.1% | +3.0% | -8.1% | -7.0% |
| 6M | -31.1% | +10.9% | -41.9% | -35.3% |
| YTD | -8.6% | +18.2% | -26.8% | -17.3% |
| 1Y | -9.7% | +28.3% | -38.0% | -21.9% |
| 3Y | +24.3% | +74.6% | -50.3% | -10.7% |
| 5Y | +52.6% | +56.4% | -3.7% | +14.5% |
| 10Y | +183.6% | +153.0% | +30.6% | +57.5% |
| All | +1,085.3% | +192.1% | +893.2% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling