+1,192.3%
NOC vs VT
+345.0%
+847.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.5% |
| 7D | -6.6% | -4.2% | -2.4% | -4.3% |
| 30D | +8.7% | -5.8% | +14.5% | +12.5% |
| 3M | -5.4% | -5.2% | -0.1% | -2.5% |
| 6M | -5.1% | +0.1% | -5.3% | -5.9% |
| YTD | -6.8% | +8.2% | -15.0% | -12.2% |
| 1Y | -6.4% | +10.1% | -16.6% | -12.9% |
| 3Y | +17.3% | +69.7% | -52.3% | -19.0% |
| 5Y | +56.3% | +53.4% | +3.0% | +13.0% |
| 10Y | +173.9% | +219.2% | -45.4% | +16.5% |
| All | +1,192.3% | +345.0% | +847.3% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling