+15,768.5%
NOC vs VMC
+3,246.6%
+12,521.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -5.2% | -4.3% | -0.8% | -4.3% |
| 30D | -7.2% | -8.2% | +1.0% | -5.5% |
| 3M | -5.1% | -7.0% | +1.9% | -3.9% |
| 6M | -31.1% | -10.8% | -20.3% | -29.7% |
| YTD | -8.6% | -7.4% | -1.2% | -7.7% |
| 1Y | -9.7% | -9.5% | -0.2% | -8.4% |
| 3Y | +24.3% | +20.5% | +3.8% | +16.5% |
| 5Y | +52.6% | +51.6% | +1.1% | +33.5% |
| 10Y | +183.6% | +150.0% | +33.6% | +110.6% |
| All | +15,768.5% | +3,246.6% | +12,521.8% | +6,549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling