+189.8%
NOC vs VSH
+179.3%
+10.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -1.8% | +3.1% | -4.8% | -2.1% |
| 30D | -9.4% | -5.7% | -3.7% | -9.1% |
| 3M | -3.8% | -42.5% | +38.6% | +0.3% |
| 6M | -28.8% | +82.7% | -111.4% | -36.2% |
| YTD | -7.9% | +118.2% | -126.1% | -19.6% |
| 1Y | -9.0% | +109.7% | -118.7% | -20.5% |
| 3Y | +29.1% | +35.3% | -6.2% | +17.4% |
| 5Y | +58.9% | +65.6% | -6.7% | +35.6% |
| All | +189.8% | +179.3% | +10.6% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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