+1,205.2%
VST vs NOC
+158.6%
+1,046.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.6% |
| 7D | -0.5% | -2.9% | +2.4% | +0.4% |
| 30D | -17.1% | +12.1% | -29.2% | -19.6% |
| 3M | -4.6% | -5.3% | +0.7% | -3.4% |
| 6M | -9.1% | -1.0% | -8.0% | -9.3% |
| YTD | -16.6% | -4.3% | -12.3% | -16.6% |
| 1Y | -29.5% | -3.6% | -25.8% | -29.7% |
| 3Y | +297.5% | +22.9% | +274.6% | +258.1% |
| 5Y | +654.5% | +60.4% | +594.2% | +495.3% |
| 10Y | +1,205.2% | +161.3% | +1,044.0% | +833.7% |
| All | +1,205.2% | +158.6% | +1,046.6% | +833.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling