+290.3%
VST vs NOC
+25.0%
+265.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.0% |
| 7D | -6.0% | -0.3% | -5.7% | -6.1% |
| 30D | -18.8% | +14.1% | -32.9% | -18.2% |
| 3M | -8.0% | -4.6% | -3.4% | -7.8% |
| 6M | -10.9% | +0.7% | -11.7% | -10.4% |
| YTD | -18.3% | -2.6% | -15.7% | -17.7% |
| 1Y | -29.9% | -1.0% | -29.0% | -29.2% |
| 3Y | +290.3% | +24.5% | +265.8% | +340.2% |
| All | +290.3% | +25.0% | +265.3% | +340.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling