-7.5%
NOC vs VFC
+52.5%
-60.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -9.0% | -4.6% |
| 7D | -5.0% | +21.5% | -26.4% | -5.2% |
| 30D | +10.3% | +46.7% | -36.3% | +9.8% |
| 3M | -4.3% | +38.4% | -42.7% | -4.6% |
| 6M | -6.5% | +15.2% | -21.7% | -6.7% |
| YTD | -6.7% | +17.8% | -24.6% | -7.0% |
| 1Y | -7.5% | +55.6% | -63.1% | -5.7% |
| All | -7.5% | +52.5% | -60.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling