+66.0%
NOC vs VSH
+54.3%
+11.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.3% | +0.5% |
| 7D | +4.9% | +12.8% | -7.9% | +4.9% |
| 30D | +13.6% | -9.0% | +22.6% | +13.5% |
| 3M | -3.9% | -12.2% | +8.3% | -3.9% |
| 6M | +1.4% | -15.9% | +17.3% | +0.3% |
| YTD | -2.2% | +103.2% | -105.4% | -6.2% |
| 1Y | -1.2% | +108.4% | -109.6% | -5.3% |
| 3Y | +25.0% | +41.6% | -16.5% | +20.4% |
| 5Y | +66.0% | +54.6% | +11.4% | +56.3% |
| All | +66.0% | +54.3% | +11.7% | +56.3% |
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