+2,389.1%
NOC vs VTR
+1,492.6%
+896.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.7% | -2.4% | -0.3% | -2.4% |
| 30D | -8.9% | -3.7% | -5.1% | -8.4% |
| 3M | -3.7% | +13.5% | -17.2% | -5.5% |
| 6M | -30.8% | +7.2% | -38.0% | -31.6% |
| YTD | -7.9% | +17.6% | -25.5% | -10.1% |
| 1Y | -9.4% | +35.4% | -44.8% | -13.4% |
| 3Y | +29.0% | +132.8% | -103.9% | +13.7% |
| 5Y | +56.1% | +88.7% | -32.6% | +40.4% |
| 10Y | +186.3% | +87.6% | +98.6% | +146.1% |
| All | +2,389.1% | +1,492.6% | +896.5% | +1,731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling