-39.3%
VG vs NOC
+6.5%
-45.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +3.4% |
| 30D | +16.0% | -7.2% | +23.2% | +18.9% |
| 3M | +9.7% | -5.1% | +14.8% | +11.2% |
| 6M | +29.6% | -31.1% | +60.6% | +48.0% |
| YTD | +112.0% | -8.6% | +120.6% | +118.8% |
| 1Y | +12.8% | -9.7% | +22.5% | +18.0% |
| All | -39.3% | +6.5% | -45.8% | -37.8% |
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 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