+403.5%
VRT vs NOC
+22.9%
+380.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +7.0% | +10.0% |
| 7D | -10.6% | -2.9% | -7.7% | -11.2% |
| 30D | -17.4% | +12.1% | -29.6% | -15.6% |
| 3M | -26.4% | -5.3% | -21.1% | -26.8% |
| 6M | -41.0% | -1.0% | -40.0% | -40.7% |
| YTD | +23.8% | -4.3% | +28.1% | +25.1% |
| 1Y | +11.6% | -3.6% | +15.3% | +13.1% |
| 3Y | +403.5% | +22.9% | +380.6% | +489.8% |
| All | +403.5% | +22.9% | +380.6% | +489.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling