+23.6%
VRT vs NOC
-0.7%
+24.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +10.5% | +4.8% | +5.7% | +10.6% |
| 30D | -9.3% | +11.0% | -20.4% | -8.4% |
| 3M | -29.6% | -3.8% | -25.8% | -29.4% |
| 6M | -45.4% | +0.6% | -46.0% | -44.7% |
| YTD | +24.8% | -2.3% | +27.1% | +23.5% |
| 1Y | +23.6% | +0.3% | +23.4% | +24.7% |
| All | +23.6% | -0.7% | +24.3% | +24.7% |
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