-44.1%
VG vs NOC
+13.6%
-57.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.1% | +4.8% |
| 7D | +15.1% | +4.5% | +10.6% | +13.5% |
| 30D | -4.2% | +14.1% | -18.3% | -8.1% |
| 3M | -3.1% | -4.5% | +1.4% | -1.6% |
| 6M | +0.3% | -0.8% | +1.1% | +0.2% |
| YTD | +95.5% | -2.5% | +98.0% | +97.8% |
| 1Y | +64.4% | -0.1% | +64.5% | +65.3% |
| All | -44.1% | +13.6% | -57.6% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling