+16,860.8%
NOC vs VSH
+1,390.4%
+15,470.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.7% |
| 7D | +4.8% | +14.3% | -9.5% | +3.2% |
| 30D | +11.0% | -7.9% | +18.9% | +11.4% |
| 3M | -3.8% | -19.9% | +16.1% | -2.5% |
| 6M | +0.6% | -30.5% | +31.2% | +1.8% |
| YTD | -2.3% | +85.7% | -88.0% | -12.6% |
| 1Y | +0.3% | +98.9% | -98.7% | -11.1% |
| 3Y | +24.6% | +32.1% | -7.5% | +12.7% |
| 5Y | +66.0% | +39.7% | +26.3% | +47.2% |
| 10Y | +161.2% | +117.6% | +43.6% | +112.9% |
| All | +16,860.8% | +1,390.4% | +15,470.4% | +9,475.8% |
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