+74.2%
VTI vs NOC
+28.9%
+45.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.0% | -1.8% | -0.3% | -2.0% |
| 30D | -1.9% | -9.4% | +7.5% | -1.7% |
| 3M | +4.5% | -3.8% | +8.4% | +4.6% |
| 6M | +12.6% | -28.8% | +41.3% | +13.8% |
| YTD | +12.0% | -7.9% | +19.9% | +12.1% |
| 1Y | +17.3% | -9.0% | +26.4% | +17.5% |
| All | +74.2% | +28.9% | +45.4% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling