+647.0%
VRT vs NOC
+60.7%
+586.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +7.0% | +9.6% |
| 7D | -10.6% | -2.9% | -7.7% | -10.6% |
| 30D | -17.4% | +12.1% | -29.6% | -17.5% |
| 3M | -26.4% | -5.3% | -21.1% | -26.2% |
| 6M | -41.0% | -1.0% | -40.0% | -40.9% |
| YTD | +23.8% | -4.3% | +28.1% | +24.1% |
| 1Y | +11.6% | -3.6% | +15.3% | +11.8% |
| 3Y | +403.5% | +22.9% | +380.6% | +392.6% |
| 5Y | +647.0% | +60.4% | +586.7% | +564.7% |
| All | +647.0% | +60.7% | +586.3% | +564.7% |
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 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