+24.5%
NOC vs VFC
+47.8%
-23.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | +14.1% | +38.3% | -24.1% | +14.5% |
| 3M | -4.6% | +40.2% | -44.8% | -4.3% |
| 6M | +0.7% | +10.6% | -9.9% | +0.9% |
| YTD | -2.6% | +16.7% | -19.4% | -2.4% |
| 1Y | -1.0% | +45.0% | -46.0% | -0.3% |
| 3Y | +24.5% | +48.8% | -24.3% | +23.6% |
| All | +24.5% | +47.8% | -23.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling