+189.8%
NOC vs VMC
+156.6%
+33.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.8% | -3.8% | +4.5% | +1.6% |
| 30D | -9.7% | -9.7% | 0.0% | -7.8% |
| 3M | -5.6% | -9.6% | +4.0% | -4.0% |
| 6M | -28.6% | -4.8% | -23.7% | -28.2% |
| YTD | -7.9% | -10.9% | +3.0% | -6.3% |
| 1Y | -9.5% | -15.6% | +6.1% | -7.0% |
| 3Y | +28.4% | +19.3% | +9.1% | +20.8% |
| 5Y | +59.0% | +48.0% | +10.9% | +39.8% |
| All | +189.8% | +156.6% | +33.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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