+60.4%
NOC vs VT
+57.4%
+3.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +12.1% | -2.6% | +14.7% | +12.6% |
| 3M | -5.3% | -3.2% | -2.0% | -4.8% |
| 6M | -1.0% | +0.9% | -2.0% | -1.4% |
| YTD | -4.3% | +11.3% | -15.6% | -6.7% |
| 1Y | -3.6% | +14.0% | -17.7% | -6.6% |
| 3Y | +22.9% | +75.8% | -52.9% | +6.1% |
| 5Y | +60.4% | +57.8% | +2.6% | +37.5% |
| All | +60.4% | +57.4% | +3.0% | +37.5% |
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 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