+57.6%
NOC vs VFC
-78.2%
+135.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | -8.9% | -11.9% | +3.1% | -9.0% |
| 3M | -3.7% | -20.2% | +16.5% | -3.9% |
| 6M | -30.8% | -23.0% | -7.8% | -30.9% |
| YTD | -7.9% | -26.2% | +18.3% | -8.2% |
| 1Y | -9.4% | -13.3% | +3.9% | -9.4% |
| 3Y | +29.0% | -25.5% | +54.4% | +28.8% |
| All | +57.6% | -78.2% | +135.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling