+16,804.7%
NOC vs VFC
+1,367.6%
+15,437.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.9% |
| 7D | -0.3% | +3.5% | -3.8% | -0.9% |
| 30D | +14.1% | +38.3% | -24.1% | +8.7% |
| 3M | -4.6% | +40.2% | -44.8% | -9.4% |
| 6M | +0.7% | +10.6% | -9.9% | -1.6% |
| YTD | -2.6% | +16.7% | -19.4% | -6.2% |
| 1Y | -1.0% | +45.0% | -46.0% | -7.9% |
| 3Y | +24.5% | +48.8% | -24.3% | +5.4% |
| 5Y | +64.3% | -67.6% | +131.9% | +81.8% |
| 10Y | +162.8% | -47.5% | +210.3% | +151.5% |
| All | +16,804.7% | +1,367.6% | +15,437.1% | +9,723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling