-9.7%
NOC vs VLTO
-8.3%
-1.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -5.2% | -2.3% | -2.9% | -4.9% |
| 30D | -7.2% | -0.9% | -6.3% | -7.1% |
| 3M | -5.1% | +13.8% | -18.9% | -6.4% |
| 6M | -31.1% | +2.0% | -33.1% | -31.1% |
| YTD | -8.6% | -3.2% | -5.4% | -8.2% |
| 1Y | -9.7% | -9.2% | -0.6% | -7.2% |
| All | -9.7% | -8.3% | -1.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling