+189.8%
NOC vs VTRS
-48.4%
+238.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | -9.7% | +3.3% | -13.0% | -10.0% |
| 3M | -5.6% | +2.0% | -7.6% | -6.0% |
| 6M | -28.6% | +19.9% | -48.5% | -30.1% |
| YTD | -7.9% | +35.7% | -43.6% | -11.1% |
| 1Y | -9.5% | +68.1% | -77.6% | -14.8% |
| 3Y | +28.4% | +87.1% | -58.7% | +18.0% |
| 5Y | +59.0% | +47.6% | +11.3% | +47.3% |
| All | +189.8% | -48.4% | +238.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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