+56.3%
NOC vs VSXY
+42.7%
+13.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.7% |
| 7D | -2.7% | -6.8% | +4.1% | -2.7% |
| 30D | -8.9% | -20.4% | +11.5% | -8.9% |
| 3M | -3.7% | +2.9% | -6.6% | -3.6% |
| 6M | -30.8% | +67.9% | -98.7% | -30.7% |
| YTD | -7.9% | +44.9% | -52.8% | -7.8% |
| 1Y | -9.4% | +205.9% | -215.4% | -9.2% |
| 3Y | +29.0% | +373.9% | -344.9% | +28.1% |
| 5Y | +56.1% | +23.5% | +32.6% | +53.1% |
| All | +56.3% | +42.7% | +13.6% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling