+1,216.9%
VST vs NOC
+181.8%
+1,035.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.2% |
| 7D | +8.9% | -5.2% | +14.1% | +10.4% |
| 30D | +6.2% | -7.2% | +13.4% | +8.2% |
| 3M | -2.7% | -5.1% | +2.4% | -1.8% |
| 6M | -8.4% | -31.1% | +22.7% | +1.0% |
| YTD | -7.2% | -8.6% | +1.4% | -5.9% |
| 1Y | -20.9% | -9.7% | -11.2% | -19.7% |
| 3Y | +384.0% | +24.3% | +359.7% | +331.5% |
| 5Y | +757.1% | +52.6% | +704.4% | +587.2% |
| All | +1,216.9% | +181.8% | +1,035.1% | +858.8% |
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