+2,723.0%
VRT vs NOC
+98.1%
+2,624.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.6% |
| 7D | +9.1% | -5.2% | +14.3% | +9.7% |
| 30D | +0.9% | -7.2% | +8.1% | +1.6% |
| 3M | -13.4% | -5.1% | -8.3% | -13.0% |
| 6M | +11.7% | -31.1% | +42.8% | +16.1% |
| YTD | +73.2% | -8.6% | +81.8% | +74.0% |
| 1Y | +123.4% | -9.7% | +133.1% | +124.6% |
| 3Y | +606.2% | +24.3% | +581.9% | +567.2% |
| 5Y | +899.9% | +52.6% | +847.3% | +800.4% |
| All | +2,723.0% | +98.1% | +2,624.9% | +2,382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling