+189.8%
NOC vs VTEB
+17.9%
+172.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -9.7% | -2.5% | -7.2% | -8.6% |
| 3M | -5.6% | -3.0% | -2.7% | -4.3% |
| 6M | -28.6% | -2.1% | -26.5% | -27.9% |
| YTD | -7.9% | -1.5% | -6.4% | -7.2% |
| 1Y | -9.5% | +0.2% | -9.7% | -9.6% |
| 3Y | +28.4% | +8.6% | +19.8% | +22.8% |
| 5Y | +59.0% | +1.2% | +57.8% | +58.7% |
| All | +189.8% | +17.9% | +172.0% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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