+2,545.5%
VRT vs NOC
+98.3%
+2,447.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.6% |
| 7D | +2.4% | -1.6% | +4.0% | +2.6% |
| 30D | -2.7% | -10.4% | +7.7% | -1.7% |
| 3M | -9.2% | -5.6% | -3.6% | -8.8% |
| 6M | -0.5% | -30.4% | +29.9% | +3.3% |
| YTD | +62.3% | -8.5% | +70.8% | +63.1% |
| 1Y | +109.6% | -8.3% | +117.9% | +110.4% |
| 3Y | +573.1% | +28.2% | +544.9% | +531.7% |
| 5Y | +953.6% | +56.7% | +896.9% | +843.9% |
| All | +2,545.5% | +98.3% | +2,447.2% | +2,226.0% |
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 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