+32.4%
VGT vs NOC
-31.8%
+64.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.2% |
| 7D | +1.5% | -1.6% | +3.1% | +1.2% |
| 30D | +0.5% | -10.4% | +10.9% | -1.3% |
| 3M | +5.3% | -5.6% | +10.9% | +4.7% |
| 6M | +32.4% | -30.4% | +62.8% | +39.0% |
| All | +32.4% | -31.8% | +64.3% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling