-51.4%
VG vs NOC
+8.6%
-59.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -22.0% | -5.8% | -16.2% | -20.5% |
| 30D | -11.6% | +10.9% | -22.5% | -14.5% |
| 3M | -14.9% | -7.1% | -7.8% | -12.8% |
| 6M | -3.5% | -5.3% | +1.8% | -2.1% |
| YTD | +70.0% | -6.8% | +76.8% | +74.5% |
| 1Y | +50.0% | -6.7% | +56.7% | +53.9% |
| All | -51.4% | +8.6% | -59.9% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling