+75.0%
VTI vs NOC
+58.2%
+16.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | +0.8% | -1.7% | -1.0% |
| 30D | -1.4% | -9.7% | +8.3% | -0.6% |
| 3M | +3.6% | -5.6% | +9.2% | +4.1% |
| 6M | +13.6% | -28.6% | +42.2% | +17.2% |
| YTD | +12.9% | -7.9% | +20.8% | +13.2% |
| 1Y | +17.2% | -9.5% | +26.7% | +17.7% |
| 3Y | +75.7% | +28.4% | +47.3% | +67.1% |
| All | +75.0% | +58.2% | +16.8% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling