+58.9%
NOC vs VOO
+80.3%
-21.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.8% | -2.0% | +0.2% | -1.4% |
| 30D | -9.4% | -1.7% | -7.8% | -9.1% |
| 3M | -3.8% | +4.7% | -8.6% | -4.8% |
| 6M | -28.8% | +12.6% | -41.3% | -30.6% |
| YTD | -7.9% | +11.8% | -19.6% | -10.2% |
| 1Y | -9.0% | +17.5% | -26.6% | -12.3% |
| 3Y | +29.1% | +77.0% | -47.9% | +10.0% |
| 5Y | +58.9% | +82.6% | -23.6% | +29.5% |
| All | +58.9% | +80.3% | -21.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling