+16,820.8%
NOC vs VFC
+1,317.4%
+15,503.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.1% |
| 7D | +4.5% | -1.4% | +6.0% | +4.8% |
| 30D | +14.1% | +24.6% | -10.6% | +10.3% |
| 3M | -4.5% | +38.4% | -42.9% | -9.1% |
| 6M | -0.8% | +15.3% | -16.0% | -3.6% |
| YTD | -2.5% | +12.7% | -15.3% | -5.6% |
| 1Y | -0.1% | +32.7% | -32.8% | -5.9% |
| 3Y | +24.6% | +43.7% | -19.1% | +6.0% |
| 5Y | +65.6% | -69.2% | +134.8% | +84.8% |
| 10Y | +160.5% | -50.0% | +210.5% | +151.3% |
| All | +16,820.8% | +1,317.4% | +15,503.4% | +9,781.7% |
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