+1,199.1%
NOC vs VYM
+484.2%
+715.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -1.8% | -1.9% | +0.1% | -0.4% |
| 30D | -9.4% | -2.6% | -6.9% | -7.6% |
| 3M | -3.8% | +3.6% | -7.4% | -6.4% |
| 6M | -28.8% | +8.7% | -37.4% | -33.2% |
| YTD | -7.9% | +14.1% | -22.0% | -16.8% |
| 1Y | -9.0% | +17.8% | -26.9% | -19.9% |
| 3Y | +29.1% | +64.5% | -35.5% | -13.6% |
| 5Y | +58.9% | +77.5% | -18.6% | -0.9% |
| 10Y | +191.2% | +206.1% | -14.9% | +16.4% |
| All | +1,199.1% | +484.2% | +715.0% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling