-32.0%
VST vs NOC
-6.4%
-25.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -5.8% | -4.0% | -9.4% |
| 30D | -25.1% | +10.9% | -36.0% | -25.3% |
| 3M | -11.6% | -7.1% | -4.5% | -10.2% |
| 6M | -20.9% | -5.3% | -15.6% | -19.5% |
| YTD | -22.3% | -6.8% | -15.5% | -26.2% |
| 1Y | -32.0% | -6.7% | -25.3% | -35.5% |
| All | -32.0% | -6.4% | -25.6% | -35.5% |
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