+0.6%
NOC vs VFC
+20.2%
-19.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.1% |
| 7D | +4.8% | +1.6% | +3.2% | +4.7% |
| 30D | +11.0% | +25.5% | -14.4% | +9.3% |
| 3M | -3.8% | +41.3% | -45.1% | -5.6% |
| 6M | +0.6% | +22.2% | -21.6% | 0.0% |
| All | +0.6% | +20.2% | -19.5% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling