+15,768.5%
NOC vs VFC
+845.1%
+14,923.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | -5.2% | -1.6% | -3.6% | -5.0% |
| 30D | -7.2% | -11.6% | +4.4% | -5.6% |
| 3M | -5.1% | -18.1% | +13.0% | -2.8% |
| 6M | -31.1% | -27.4% | -3.7% | -28.5% |
| YTD | -8.6% | -24.8% | +16.2% | -5.9% |
| 1Y | -9.7% | -8.2% | -1.5% | -10.5% |
| 3Y | +24.3% | -29.1% | +53.4% | +17.9% |
| 5Y | +52.6% | -79.2% | +131.8% | +80.1% |
| 10Y | +183.6% | -68.1% | +251.7% | +193.3% |
| All | +15,768.5% | +845.1% | +14,923.3% | +9,752.8% |
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 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