+297.8%
VTI vs NOC
+192.5%
+105.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.1% |
| 30D | -1.4% | -9.7% | +8.3% | +1.0% |
| 3M | +3.6% | -5.6% | +9.2% | +4.8% |
| 6M | +13.6% | -28.6% | +42.2% | +23.2% |
| YTD | +12.9% | -7.9% | +20.8% | +13.9% |
| 1Y | +17.2% | -9.5% | +26.7% | +18.6% |
| 3Y | +75.7% | +28.4% | +47.3% | +56.6% |
| 5Y | +75.4% | +59.0% | +16.5% | +39.6% |
| All | +297.8% | +192.5% | +105.3% | +157.0% |
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