+15,890.8%
NOC vs VTRS
+548.0%
+15,342.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | -9.4% | +1.4% | -10.8% | -9.6% |
| 3M | -3.8% | +4.6% | -8.5% | -4.5% |
| 6M | -28.8% | +18.1% | -46.8% | -30.4% |
| YTD | -7.9% | +34.7% | -42.5% | -11.5% |
| 1Y | -9.0% | +65.6% | -74.7% | -14.9% |
| 3Y | +29.1% | +83.8% | -54.7% | +17.7% |
| 5Y | +58.9% | +46.5% | +12.5% | +46.4% |
| 10Y | +191.2% | -48.6% | +239.8% | +192.9% |
| All | +15,890.8% | +548.0% | +15,342.8% | +10,928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling