+1,855.0%
VRT vs NOC
+111.1%
+1,743.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.3% |
| 7D | -17.7% | -0.3% | -17.4% | -17.6% |
| 30D | -20.0% | +14.1% | -34.1% | -21.0% |
| 3M | -28.1% | -4.6% | -23.4% | -27.8% |
| 6M | -42.8% | +0.7% | -43.6% | -43.0% |
| YTD | +20.0% | -2.6% | +22.6% | +19.8% |
| 1Y | +3.5% | -1.0% | +4.5% | +3.2% |
| 3Y | +366.1% | +24.5% | +341.6% | +344.7% |
| 5Y | +632.2% | +64.3% | +567.9% | +556.1% |
| All | +1,855.0% | +111.1% | +1,743.9% | +1,608.8% |
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