+1,002.6%
VST vs NOC
+187.3%
+815.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -5.8% | -4.0% | -8.3% |
| 30D | -25.1% | +10.9% | -36.0% | -27.2% |
| 3M | -11.6% | -7.1% | -4.5% | -10.1% |
| 6M | -20.9% | -5.3% | -15.6% | -20.2% |
| YTD | -22.3% | -6.8% | -15.5% | -21.8% |
| 1Y | -32.0% | -6.7% | -25.3% | -31.6% |
| 3Y | +262.4% | +17.2% | +245.2% | +231.8% |
| 5Y | +563.4% | +56.3% | +507.1% | +429.2% |
| 10Y | +1,120.7% | +173.7% | +947.0% | +789.7% |
| All | +1,002.6% | +187.3% | +815.3% | +697.3% |
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 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