+377.4%
VT vs NOC
+1,105.2%
-727.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +0.4% | -5.2% | +5.6% | +2.6% |
| 30D | +1.0% | -7.2% | +8.2% | +3.9% |
| 3M | +2.4% | -5.1% | +7.5% | +3.9% |
| 6M | +12.0% | -31.1% | +43.1% | +29.2% |
| YTD | +15.3% | -8.6% | +23.9% | +17.3% |
| 1Y | +22.6% | -9.7% | +32.3% | +25.0% |
| 3Y | +74.7% | +24.3% | +50.4% | +48.7% |
| 5Y | +66.1% | +52.6% | +13.5% | +21.1% |
| 10Y | +225.0% | +183.6% | +41.4% | +50.4% |
| All | +377.4% | +1,105.2% | -727.8% | -27.9% |
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