+58.9%
NOC vs VTR
+90.0%
-31.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -1.8% | -1.8% | +0.1% | -1.5% |
| 30D | -9.4% | +4.0% | -13.4% | -10.0% |
| 3M | -3.8% | +7.8% | -11.7% | -5.2% |
| 6M | -28.8% | +6.4% | -35.1% | -29.6% |
| YTD | -7.9% | +18.3% | -26.2% | -10.5% |
| 1Y | -9.0% | +33.9% | -43.0% | -13.5% |
| 3Y | +29.1% | +134.3% | -105.3% | +11.3% |
| 5Y | +58.9% | +90.3% | -31.3% | +36.1% |
| All | +58.9% | +90.0% | -31.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling