+56.7%
NOC vs VSH
+67.3%
-10.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.6% | +3.5% | -5.1% | -1.6% |
| 30D | -10.4% | -4.4% | -6.0% | -10.4% |
| 3M | -5.6% | -45.8% | +40.2% | -5.3% |
| 6M | -30.4% | +90.1% | -120.5% | -32.8% |
| YTD | -8.5% | +120.3% | -128.8% | -12.1% |
| 1Y | -8.3% | +112.2% | -120.6% | -11.9% |
| 3Y | +28.2% | +36.6% | -8.4% | +24.8% |
| 5Y | +56.7% | +67.0% | -10.3% | +51.5% |
| All | +56.7% | +67.3% | -10.5% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling