+2,010.2%
VRT vs NOC
+111.3%
+1,898.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +18.6% | +4.5% | +14.1% | +18.1% |
| 30D | -11.7% | +14.1% | -25.7% | -12.7% |
| 3M | -27.3% | -4.5% | -22.8% | -27.0% |
| 6M | -42.9% | -0.8% | -42.1% | -42.9% |
| YTD | +29.5% | -2.5% | +32.0% | +29.3% |
| 1Y | +21.0% | -0.1% | +21.1% | +20.5% |
| 3Y | +403.1% | +24.6% | +378.5% | +380.0% |
| 5Y | +688.8% | +65.6% | +623.2% | +606.0% |
| All | +2,010.2% | +111.3% | +1,898.9% | +1,744.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling