+402.8%
VUG vs NOC
+160.0%
+242.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +2.5% | +4.8% | -2.3% | +1.5% |
| 30D | -6.3% | +11.0% | -17.3% | -8.4% |
| 3M | -6.0% | -3.8% | -2.2% | -5.5% |
| 6M | -3.5% | +0.6% | -4.2% | -4.2% |
| YTD | +3.9% | -2.3% | +6.2% | +3.1% |
| 1Y | +5.1% | +0.3% | +4.9% | +3.6% |
| 3Y | +77.9% | +24.6% | +53.3% | +62.5% |
| 5Y | +62.4% | +66.0% | -3.6% | +30.2% |
| All | +402.8% | +160.0% | +242.8% | +245.4% |
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