+715.8%
VTV vs NOC
+1,762.0%
-1,046.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.7% | -1.6% | +0.9% | 0.0% |
| 30D | -0.5% | -10.4% | +9.9% | +4.2% |
| 3M | +5.3% | -5.6% | +10.9% | +7.4% |
| 6M | +12.9% | -30.4% | +43.3% | +31.0% |
| YTD | +18.5% | -8.5% | +27.0% | +20.8% |
| 1Y | +25.3% | -8.3% | +33.6% | +27.3% |
| 3Y | +68.2% | +28.2% | +40.0% | +41.0% |
| 5Y | +80.6% | +56.7% | +23.9% | +30.8% |
| 10Y | +232.9% | +189.3% | +43.6% | +61.4% |
| All | +715.8% | +1,762.0% | -1,046.2% | +28.8% |
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