+1,207.8%
NOC vs VIG
+623.5%
+584.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -5.2% | -0.4% | -4.7% | -4.8% |
| 30D | -7.2% | -1.0% | -6.2% | -6.4% |
| 3M | -5.1% | +2.8% | -7.9% | -7.3% |
| 6M | -31.1% | +8.2% | -39.3% | -35.6% |
| YTD | -8.6% | +11.0% | -19.6% | -16.4% |
| 1Y | -9.7% | +16.1% | -25.9% | -20.6% |
| 3Y | +24.3% | +56.2% | -31.9% | -16.8% |
| 5Y | +52.6% | +63.0% | -10.4% | -3.6% |
| 10Y | +183.6% | +241.4% | -57.8% | -10.0% |
| All | +1,207.8% | +623.5% | +584.3% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling