+1,270.3%
NOC vs VOO
+817.1%
+453.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -5.1% | +2.0% | -7.1% | -6.5% |
| 6M | -31.1% | +13.0% | -44.1% | -36.5% |
| YTD | -8.6% | +13.6% | -22.2% | -16.2% |
| 1Y | -9.7% | +20.1% | -29.8% | -20.3% |
| 3Y | +24.3% | +77.6% | -53.3% | -18.3% |
| 5Y | +52.6% | +82.4% | -29.8% | -4.2% |
| 10Y | +183.6% | +316.8% | -133.2% | -14.6% |
| All | +1,270.3% | +817.1% | +453.2% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling