+19.9%
VGT vs NOC
-7.1%
+27.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.8% | -0.5% |
| 7D | -6.5% | -5.0% | -1.5% | -7.2% |
| 30D | -10.6% | +10.3% | -20.9% | -9.1% |
| 3M | -3.7% | -4.3% | +0.6% | -3.8% |
| 6M | +10.4% | -6.5% | +16.9% | +10.4% |
| YTD | +23.1% | -6.7% | +29.8% | +23.4% |
| 1Y | +19.9% | -7.5% | +27.4% | +19.9% |
| All | +19.9% | -7.1% | +27.0% | +19.9% |
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