-1.6%
VUG vs NOC
+1.8%
-3.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.7% |
| 7D | -1.1% | +4.9% | -5.9% | -0.6% |
| 30D | -7.0% | +13.6% | -20.6% | -5.8% |
| 3M | -3.7% | -3.9% | +0.2% | -3.3% |
| 6M | -1.6% | +1.4% | -3.0% | -1.1% |
| All | -1.6% | +1.8% | -3.4% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling