+1,297.8%
NOC vs VIG
+655.8%
+642.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +3.5% | +1.4% | +1.9% |
| 30D | +11.0% | +4.9% | +6.1% | +6.5% |
| 3M | -3.8% | +2.5% | -6.3% | -5.9% |
| 6M | +0.6% | +11.0% | -10.4% | -7.9% |
| YTD | -2.3% | +16.0% | -18.3% | -14.0% |
| 1Y | +0.3% | +17.5% | -17.3% | -12.8% |
| 3Y | +24.6% | +67.0% | -42.4% | -21.3% |
| 5Y | +66.0% | +64.8% | +1.2% | +4.1% |
| 10Y | +161.2% | +263.6% | -102.4% | -21.6% |
| All | +1,297.8% | +655.8% | +642.0% | +108.1% |
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