+28.4%
NOC vs VSXY
+339.2%
-310.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +0.6% |
| 7D | -1.8% | -0.3% | -1.4% | -1.8% |
| 30D | -9.4% | -22.1% | +12.6% | -9.6% |
| 3M | -3.8% | -1.1% | -2.7% | -3.8% |
| 6M | -28.8% | +53.8% | -82.6% | -28.5% |
| YTD | -7.9% | +35.5% | -43.4% | -7.6% |
| 1Y | -9.0% | +186.0% | -195.1% | -8.3% |
| All | +28.4% | +339.2% | -310.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling