+287.5%
NOC vs VTEB
+26.0%
+261.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -10.4% | -2.1% | -8.3% | -9.6% |
| 3M | -5.6% | -2.7% | -2.9% | -4.5% |
| 6M | -30.4% | -2.1% | -28.3% | -29.7% |
| YTD | -8.5% | -1.1% | -7.4% | -8.0% |
| 1Y | -8.3% | +1.3% | -9.7% | -8.9% |
| 3Y | +28.2% | +9.0% | +19.2% | +22.9% |
| 5Y | +56.7% | +1.5% | +55.2% | +56.2% |
| 10Y | +189.3% | +18.5% | +170.8% | +212.9% |
| All | +287.5% | +26.0% | +261.5% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling