+228.7%
VTV vs NOC
+192.5%
+36.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -1.0% | -9.7% | +8.7% | +1.9% |
| 3M | +4.6% | -5.6% | +10.3% | +6.1% |
| 6M | +13.5% | -28.6% | +42.1% | +25.0% |
| YTD | +18.5% | -7.9% | +26.4% | +19.9% |
| 1Y | +22.9% | -9.5% | +32.4% | +24.8% |
| 3Y | +67.8% | +28.4% | +39.5% | +47.8% |
| 5Y | +81.8% | +59.0% | +22.9% | +41.7% |
| All | +228.7% | +192.5% | +36.2% | +105.5% |
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