-49.4%
VG vs NOC
+13.5%
-62.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -7.7% | -0.3% | -7.4% | -7.5% |
| 30D | -8.8% | +14.1% | -22.9% | -12.5% |
| 3M | -15.6% | -4.6% | -11.0% | -14.3% |
| 6M | +5.2% | +0.7% | +4.5% | +4.6% |
| YTD | +76.9% | -2.6% | +79.5% | +79.1% |
| 1Y | +42.5% | -1.0% | +43.5% | +43.5% |
| All | -49.4% | +13.5% | -62.8% | -49.1% |
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