+222.7%
VT vs NOC
+159.4%
+63.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | +4.5% | -1.7% | +1.9% |
| 30D | -2.5% | +14.1% | -16.6% | -5.4% |
| 3M | -3.3% | -4.5% | +1.1% | -2.6% |
| 6M | +1.5% | -0.8% | +2.3% | +1.2% |
| YTD | +11.4% | -2.5% | +13.9% | +10.6% |
| 1Y | +11.9% | -0.1% | +12.0% | +10.4% |
| 3Y | +73.9% | +24.6% | +49.3% | +59.2% |
| 5Y | +57.9% | +65.6% | -7.7% | +27.6% |
| All | +222.7% | +159.4% | +63.3% | +127.7% |
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