+189.8%
NOC vs VTR
+99.2%
+90.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -9.7% | +1.1% | -10.8% | -9.9% |
| 3M | -5.6% | +7.9% | -13.5% | -6.9% |
| 6M | -28.6% | +6.2% | -34.7% | -29.4% |
| YTD | -7.9% | +17.7% | -25.6% | -10.3% |
| 1Y | -9.5% | +32.9% | -42.4% | -13.7% |
| 3Y | +28.4% | +129.7% | -101.3% | +11.8% |
| 5Y | +59.0% | +89.3% | -30.4% | +41.1% |
| All | +189.8% | +99.2% | +90.6% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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