+189.8%
NOC vs VYM
+209.2%
-19.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.4% |
| 30D | -9.7% | -2.2% | -7.4% | -8.2% |
| 3M | -5.6% | +3.1% | -8.7% | -7.7% |
| 6M | -28.6% | +9.7% | -38.3% | -33.3% |
| YTD | -7.9% | +14.9% | -22.8% | -16.8% |
| 1Y | -9.5% | +17.6% | -27.1% | -19.7% |
| 3Y | +28.4% | +65.3% | -36.9% | -13.3% |
| 5Y | +59.0% | +78.7% | -19.8% | -0.6% |
| All | +189.8% | +209.2% | -19.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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