+123.4%
VRT vs NOC
-10.0%
+133.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.2% |
| 7D | +9.1% | -5.2% | +14.3% | +8.9% |
| 30D | +0.9% | -7.2% | +8.1% | +0.6% |
| 3M | -13.4% | -5.1% | -8.3% | -13.2% |
| 6M | +11.7% | -31.1% | +42.8% | +14.2% |
| YTD | +73.2% | -8.6% | +81.8% | +71.9% |
| 1Y | +123.4% | -9.7% | +133.1% | +121.5% |
| All | +123.4% | -10.0% | +133.4% | +121.5% |
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