+187.9%
NOC vs VFC
-69.9%
+257.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -1.6% | -2.3% | +0.8% | -1.4% |
| 30D | -10.4% | -13.4% | +3.0% | -9.4% |
| 3M | -5.6% | -23.7% | +18.1% | -3.8% |
| 6M | -30.4% | -24.5% | -5.9% | -29.1% |
| YTD | -8.5% | -27.8% | +19.4% | -6.7% |
| 1Y | -8.3% | -13.5% | +5.1% | -8.4% |
| 3Y | +28.2% | -27.1% | +55.3% | +23.5% |
| 5Y | +56.7% | -79.0% | +135.7% | +94.8% |
| All | +187.9% | -69.9% | +257.8% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling