+68.5%
VG vs NOC
-0.7%
+69.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +14.0% | +4.8% | +9.1% | +12.1% |
| 30D | -1.0% | +11.0% | -12.0% | -4.3% |
| 3M | -2.7% | -3.8% | +1.1% | -1.0% |
| 6M | +1.5% | +0.6% | +0.8% | +1.1% |
| YTD | +93.7% | -2.3% | +96.0% | +92.4% |
| 1Y | +68.5% | +0.3% | +68.3% | +61.7% |
| All | +68.5% | -0.7% | +69.2% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling