+262.4%
VST vs NOC
+16.8%
+245.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.5% |
| 7D | -9.8% | -5.8% | -4.0% | -10.0% |
| 30D | -25.1% | +10.9% | -36.0% | -24.6% |
| 3M | -11.6% | -7.1% | -4.5% | -11.4% |
| 6M | -20.9% | -5.3% | -15.6% | -20.6% |
| YTD | -22.3% | -6.8% | -15.5% | -21.8% |
| 1Y | -32.0% | -6.7% | -25.3% | -31.5% |
| 3Y | +262.4% | +17.2% | +245.2% | +301.2% |
| All | +262.4% | +16.8% | +245.6% | +301.2% |
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