+1,079.0%
VST vs NOC
+201.5%
+877.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +10.9% | +4.9% | +6.1% | +9.6% |
| 30D | -15.6% | +13.6% | -29.2% | -18.4% |
| 3M | -7.8% | -3.9% | -3.9% | -7.0% |
| 6M | -12.0% | +1.4% | -13.4% | -12.8% |
| YTD | -16.9% | -2.2% | -14.7% | -17.4% |
| 1Y | -25.1% | -1.2% | -23.9% | -25.8% |
| 3Y | +297.1% | +25.0% | +272.0% | +256.9% |
| 5Y | +641.9% | +66.0% | +575.9% | +481.7% |
| 10Y | +1,142.3% | +161.4% | +980.9% | +793.8% |
| All | +1,079.0% | +201.5% | +877.5% | +742.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling