+618.2%
VRT vs NOC
+25.7%
+592.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +3.9% |
| 7D | +9.1% | -5.2% | +14.3% | +8.2% |
| 30D | +0.9% | -7.2% | +8.1% | -0.2% |
| 3M | -13.4% | -5.1% | -8.3% | -13.8% |
| 6M | +11.7% | -31.1% | +42.8% | +6.0% |
| YTD | +73.2% | -8.6% | +81.8% | +73.1% |
| 1Y | +123.4% | -9.7% | +133.1% | +123.0% |
| All | +618.2% | +25.7% | +592.6% | +683.1% |
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