+160.3%
NOC vs VT
+220.7%
-60.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.4% |
| 30D | +14.1% | -3.1% | +17.2% | +15.7% |
| 3M | -4.6% | -3.5% | -1.1% | -3.2% |
| 6M | +0.7% | +0.5% | +0.3% | -0.1% |
| YTD | -2.6% | +10.8% | -13.4% | -8.4% |
| 1Y | -1.0% | +11.9% | -12.9% | -7.4% |
| 3Y | +24.5% | +73.0% | -48.5% | -10.4% |
| 5Y | +64.3% | +58.6% | +5.7% | +23.3% |
| All | +160.3% | +220.7% | -60.4% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling