+109.6%
VRT vs NOC
-9.7%
+119.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.6% |
| 7D | +2.4% | -1.6% | +4.0% | +2.3% |
| 30D | -2.7% | -10.4% | +7.7% | -3.0% |
| 3M | -9.2% | -5.6% | -3.6% | -9.0% |
| 6M | -0.5% | -30.4% | +29.9% | +2.1% |
| YTD | +62.3% | -8.5% | +70.8% | +60.4% |
| 1Y | +109.6% | -8.3% | +117.9% | +104.2% |
| All | +109.6% | -9.7% | +119.3% | +104.2% |
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