+65.6%
NOC vs VT
+58.5%
+7.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +4.5% | +2.9% | +1.7% | +4.0% |
| 30D | +14.1% | -2.5% | +16.6% | +14.5% |
| 3M | -4.5% | -3.3% | -1.1% | -3.9% |
| 6M | -0.8% | +1.5% | -2.3% | -1.3% |
| YTD | -2.5% | +11.4% | -13.9% | -5.0% |
| 1Y | -0.1% | +11.9% | -12.0% | -2.7% |
| 3Y | +24.6% | +73.9% | -49.3% | +7.9% |
| 5Y | +65.6% | +57.9% | +7.7% | +41.9% |
| All | +65.6% | +58.5% | +7.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling