+76.3%
VUG vs NOC
+56.8%
+19.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +0.9% | -2.7% | +3.5% | +1.0% |
| 30D | -1.4% | -8.9% | +7.4% | -1.1% |
| 3M | +2.3% | -3.7% | +6.0% | +2.4% |
| 6M | +15.7% | -30.8% | +46.5% | +17.4% |
| YTD | +8.6% | -7.9% | +16.6% | +8.6% |
| 1Y | +14.1% | -9.4% | +23.5% | +14.2% |
| 3Y | +87.9% | +29.0% | +58.9% | +81.7% |
| 5Y | +76.3% | +56.1% | +20.3% | +65.9% |
| All | +76.3% | +56.8% | +19.6% | +65.9% |
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