+28.4%
NOC vs VTRS
+84.5%
-56.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.8% | -2.2% | +3.0% | +0.9% |
| 30D | -9.7% | +3.3% | -13.0% | -9.9% |
| 3M | -5.6% | +2.0% | -7.6% | -5.9% |
| 6M | -28.6% | +19.9% | -48.5% | -29.4% |
| YTD | -7.9% | +35.7% | -43.6% | -9.6% |
| 1Y | -9.5% | +68.1% | -77.6% | -12.3% |
| 3Y | +28.4% | +87.1% | -58.7% | +25.9% |
| All | +28.4% | +84.5% | -56.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling