+172.5%
VEA vs NOC
+986.3%
-813.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.9% | -2.7% | +4.5% | +2.9% |
| 30D | +0.8% | -8.9% | +9.6% | +4.3% |
| 3M | +5.7% | -3.7% | +9.4% | +6.6% |
| 6M | +13.3% | -30.8% | +44.1% | +30.1% |
| YTD | +18.4% | -7.9% | +26.3% | +20.1% |
| 1Y | +27.0% | -9.4% | +36.4% | +29.2% |
| 3Y | +79.3% | +29.0% | +50.3% | +51.3% |
| 5Y | +62.1% | +56.1% | +6.1% | +18.2% |
| 10Y | +160.3% | +186.3% | -26.0% | +22.1% |
| All | +172.5% | +986.3% | -813.7% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling