+161.1%
VEA vs NOC
+192.5%
-31.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | -0.8% | -9.7% | +8.9% | +1.1% |
| 3M | +2.5% | -5.6% | +8.1% | +3.4% |
| 6M | +11.1% | -28.6% | +39.7% | +18.5% |
| YTD | +17.2% | -7.9% | +25.0% | +18.0% |
| 1Y | +24.5% | -9.5% | +34.0% | +25.8% |
| 3Y | +75.4% | +28.4% | +47.1% | +60.9% |
| 5Y | +61.1% | +59.0% | +2.1% | +34.7% |
| All | +161.1% | +192.5% | -31.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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