+29.0%
NOC vs VO
+57.7%
-28.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -8.9% | -1.1% | -7.8% | -8.6% |
| 3M | -3.7% | +4.5% | -8.2% | -4.7% |
| 6M | -30.8% | +11.1% | -41.9% | -32.5% |
| YTD | -7.9% | +13.5% | -21.5% | -10.7% |
| 1Y | -9.4% | +14.5% | -23.9% | -12.3% |
| 3Y | +29.0% | +58.1% | -29.1% | +17.1% |
| All | +29.0% | +57.7% | -28.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling