-45.5%
VRT vs NOC
-0.4%
-45.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +7.0% | +10.0% |
| 7D | -10.6% | -2.9% | -7.7% | -11.6% |
| 30D | -17.4% | +12.1% | -29.6% | -13.6% |
| 3M | -26.4% | -5.3% | -21.1% | -27.3% |
| All | -45.5% | -0.4% | -45.1% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling