+56.7%
NOC vs VMC
+48.3%
+8.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | -1.6% | -5.3% | +3.7% | -0.8% |
| 30D | -10.4% | -12.3% | +1.9% | -8.7% |
| 3M | -5.6% | -10.3% | +4.7% | -4.4% |
| 6M | -30.4% | -8.6% | -21.8% | -29.8% |
| YTD | -8.5% | -11.9% | +3.4% | -7.2% |
| 1Y | -8.3% | -13.9% | +5.6% | -6.8% |
| 3Y | +28.2% | +18.2% | +10.1% | +23.6% |
| 5Y | +56.7% | +47.7% | +9.0% | +43.7% |
| All | +56.7% | +48.3% | +8.5% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling