+189.8%
NOC vs VIG
+250.0%
-60.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | +0.8% | -1.1% | +1.8% | +1.6% |
| 30D | -9.7% | -2.7% | -7.0% | -7.9% |
| 3M | -5.6% | +2.5% | -8.2% | -7.4% |
| 6M | -28.6% | +9.2% | -37.8% | -33.1% |
| YTD | -7.9% | +9.8% | -17.7% | -14.1% |
| 1Y | -9.5% | +12.4% | -21.9% | -17.1% |
| 3Y | +28.4% | +55.9% | -27.5% | -10.0% |
| 5Y | +59.0% | +63.9% | -5.0% | +4.8% |
| All | +189.8% | +250.0% | -60.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling