+2,260.0%
VGT vs NOC
+1,762.0%
+498.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +1.5% | -1.6% | +3.1% | +2.1% |
| 30D | +0.5% | -10.4% | +10.9% | +4.6% |
| 3M | +5.3% | -5.6% | +10.9% | +6.8% |
| 6M | +32.4% | -30.4% | +62.8% | +50.6% |
| YTD | +28.6% | -8.5% | +37.1% | +30.2% |
| 1Y | +37.6% | -8.3% | +46.0% | +38.8% |
| 3Y | +125.5% | +28.2% | +97.3% | +89.3% |
| 5Y | +135.2% | +56.7% | +78.5% | +70.9% |
| 10Y | +812.9% | +189.3% | +623.5% | +350.6% |
| All | +2,260.0% | +1,762.0% | +498.0% | +311.6% |
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