+608.4%
VST vs NOC
+65.6%
+542.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | +6.6% | +4.8% | +1.7% | +6.0% |
| 30D | -12.4% | +11.0% | -23.4% | -13.3% |
| 3M | -9.0% | -3.8% | -5.2% | -8.5% |
| 6M | -6.4% | +0.6% | -7.1% | -6.5% |
| YTD | -17.2% | -2.3% | -14.9% | -17.2% |
| 1Y | -22.0% | +0.3% | -22.3% | -22.3% |
| 3Y | +296.7% | +24.6% | +272.1% | +279.1% |
| All | +608.4% | +65.6% | +542.8% | +518.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling