+16,820.7%
NOC vs VMC
+3,476.8%
+13,343.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | +4.5% | -1.7% | +6.2% | +4.9% |
| 30D | +14.1% | +15.3% | -1.2% | +10.3% |
| 3M | -4.5% | +0.3% | -4.7% | -4.8% |
| 6M | -0.8% | +0.9% | -1.6% | -1.6% |
| YTD | -2.5% | -1.0% | -1.5% | -3.2% |
| 1Y | -0.1% | -4.3% | +4.2% | 0.0% |
| 3Y | +24.6% | +35.3% | -10.7% | +13.7% |
| 5Y | +65.6% | +44.4% | +21.2% | +46.6% |
| 10Y | +160.5% | +128.0% | +32.5% | +97.6% |
| All | +16,820.7% | +3,476.8% | +13,343.9% | +6,871.3% |
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