+135.1%
VGT vs NOC
+57.3%
+77.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -1.0% | -1.8% | +0.7% | -1.0% |
| 30D | -0.4% | -9.4% | +9.0% | -0.4% |
| 3M | +6.6% | -3.8% | +10.5% | +6.6% |
| 6M | +31.0% | -28.8% | +59.8% | +32.2% |
| YTD | +27.2% | -7.9% | +35.1% | +27.2% |
| 1Y | +34.5% | -9.0% | +43.5% | +34.4% |
| 3Y | +123.1% | +29.1% | +94.1% | +116.4% |
| 5Y | +135.1% | +58.9% | +76.1% | +121.4% |
| All | +135.1% | +57.3% | +77.8% | +121.4% |
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 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