+189.8%
NOC vs VO
+197.9%
-8.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -1.8% | -2.5% | +0.7% | -0.5% |
| 30D | -9.4% | -3.2% | -6.2% | -8.0% |
| 3M | -3.8% | +3.9% | -7.8% | -5.8% |
| 6M | -28.8% | +9.6% | -38.4% | -32.2% |
| YTD | -7.9% | +11.6% | -19.5% | -13.1% |
| 1Y | -9.0% | +12.6% | -21.7% | -14.7% |
| 3Y | +29.1% | +55.4% | -26.3% | +0.3% |
| 5Y | +58.9% | +41.8% | +17.1% | +27.5% |
| All | +189.8% | +197.9% | -8.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling