+213.7%
VT vs NOC
+170.6%
+43.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -2.3% | -5.8% | +3.5% | -1.1% |
| 30D | -5.0% | +10.9% | -15.8% | -7.2% |
| 3M | -4.9% | -7.1% | +2.2% | -3.6% |
| 6M | -1.5% | -5.3% | +3.8% | -0.9% |
| YTD | +8.5% | -6.8% | +15.3% | +8.8% |
| 1Y | +11.4% | -6.7% | +18.1% | +11.6% |
| 3Y | +70.1% | +17.2% | +52.9% | +58.1% |
| 5Y | +53.7% | +56.3% | -2.5% | +26.3% |
| All | +213.7% | +170.6% | +43.1% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling