+157.4%
NOC vs VO
+197.6%
-40.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.8% | +3.1% | +1.7% | +3.3% |
| 30D | +11.0% | +2.2% | +8.8% | +9.8% |
| 3M | -3.8% | -2.5% | -1.3% | -2.7% |
| 6M | +0.6% | +7.0% | -6.3% | -2.9% |
| YTD | -2.3% | +14.0% | -16.3% | -8.9% |
| 1Y | +0.3% | +15.6% | -15.4% | -7.2% |
| 3Y | +24.6% | +66.2% | -41.6% | -6.5% |
| 5Y | +66.0% | +36.6% | +29.4% | +37.3% |
| All | +157.4% | +197.6% | -40.2% | +32.3% |
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