-9.5%
NOC vs VMC
-14.0%
+4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.8% | -3.8% | +4.5% | +1.4% |
| 30D | -9.7% | -9.7% | 0.0% | -8.1% |
| 3M | -5.6% | -9.6% | +4.0% | -4.5% |
| 6M | -28.6% | -4.8% | -23.7% | -28.7% |
| YTD | -7.9% | -10.9% | +3.0% | -8.5% |
| 1Y | -9.5% | -15.6% | +6.1% | -7.3% |
| All | -9.5% | -14.0% | +4.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling