+1,024.4%
VRT vs NOC
+56.8%
+967.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | +13.6% | -2.7% | +16.3% | +13.6% |
| 30D | +6.8% | -8.9% | +15.6% | +6.9% |
| 3M | -3.2% | -3.7% | +0.5% | -3.2% |
| 6M | +20.3% | -30.8% | +51.1% | +21.6% |
| YTD | +79.6% | -7.9% | +87.5% | +79.8% |
| 1Y | +139.0% | -9.4% | +148.4% | +139.4% |
| 3Y | +644.6% | +29.0% | +615.6% | +615.3% |
| 5Y | +1,024.4% | +56.1% | +968.3% | +945.3% |
| All | +1,024.4% | +56.8% | +967.6% | +945.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling