+1,167.0%
NOC vs VT
+374.2%
+792.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -7.2% | +1.0% | -8.2% | -7.8% |
| 3M | -5.1% | +2.4% | -7.5% | -6.8% |
| 6M | -31.1% | +12.0% | -43.1% | -36.2% |
| YTD | -8.6% | +15.3% | -23.9% | -16.9% |
| 1Y | -9.7% | +22.6% | -32.3% | -21.2% |
| 3Y | +24.3% | +74.7% | -50.4% | -15.4% |
| 5Y | +52.6% | +66.1% | -13.5% | +5.1% |
| 10Y | +183.6% | +225.0% | -41.4% | +20.1% |
| All | +1,167.0% | +374.2% | +792.8% | +263.8% |
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