+16,820.8%
NOC vs VSH
+1,455.9%
+15,364.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | +4.5% | +26.2% | -21.7% | +1.9% |
| 30D | +14.1% | -12.5% | +26.6% | +15.0% |
| 3M | -4.5% | -16.9% | +12.5% | -3.5% |
| 6M | -0.8% | -17.0% | +16.2% | -1.8% |
| YTD | -2.5% | +93.8% | -96.3% | -13.2% |
| 1Y | -0.1% | +99.3% | -99.4% | -11.4% |
| 3Y | +24.6% | +35.0% | -10.4% | +12.5% |
| 5Y | +65.6% | +45.8% | +19.8% | +46.2% |
| 10Y | +160.5% | +127.1% | +33.4% | +111.5% |
| All | +16,820.8% | +1,455.9% | +15,364.8% | +9,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling