+1,607.9%
NOC vs VNQ
+382.8%
+1,225.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.0% |
| 7D | -1.8% | -2.6% | +0.9% | -0.8% |
| 30D | -9.4% | -2.3% | -7.1% | -8.7% |
| 3M | -3.8% | -2.8% | -1.0% | -3.0% |
| 6M | -28.8% | +2.5% | -31.3% | -29.4% |
| YTD | -7.9% | +8.4% | -16.3% | -10.5% |
| 1Y | -9.0% | +6.8% | -15.8% | -11.2% |
| 3Y | +29.1% | +29.9% | -0.9% | +16.4% |
| 5Y | +58.9% | +7.2% | +51.7% | +51.6% |
| 10Y | +191.2% | +62.5% | +128.7% | +137.2% |
| All | +1,607.9% | +382.8% | +1,225.1% | +769.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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