-20.9%
VST vs NOC
-10.0%
-10.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.8% |
| 7D | +8.9% | -5.2% | +14.1% | +9.5% |
| 30D | +6.2% | -7.2% | +13.4% | +7.0% |
| 3M | -2.7% | -5.1% | +2.4% | -2.0% |
| 6M | -8.4% | -31.1% | +22.7% | -1.9% |
| YTD | -7.2% | -8.6% | +1.4% | -9.6% |
| 1Y | -20.9% | -9.7% | -11.2% | -21.0% |
| All | -20.9% | -10.0% | -10.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling