+157.4%
NOC vs VRSN
+292.3%
-135.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +11.0% | +3.9% | +7.2% | +9.8% |
| 3M | -3.8% | +9.3% | -13.1% | -6.4% |
| 6M | +0.6% | +6.7% | -6.0% | -1.8% |
| YTD | -2.3% | +30.0% | -32.3% | -10.7% |
| 1Y | +0.3% | +26.0% | -25.8% | -7.5% |
| 3Y | +24.6% | +53.1% | -28.5% | +6.2% |
| 5Y | +66.0% | +35.0% | +31.0% | +44.3% |
| All | +157.4% | +292.3% | -135.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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