+1,250.4%
VUG vs NOC
+1,759.8%
-509.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -0.1% | -5.2% | +5.1% | +1.9% |
| 30D | -0.3% | -7.2% | +6.9% | +2.4% |
| 3M | -0.7% | -5.1% | +4.4% | +0.7% |
| 6M | +14.6% | -31.1% | +45.7% | +30.8% |
| YTD | +9.0% | -8.6% | +17.6% | +10.6% |
| 1Y | +14.9% | -9.7% | +24.6% | +16.8% |
| 3Y | +86.0% | +24.3% | +61.8% | +59.5% |
| 5Y | +76.7% | +52.6% | +24.1% | +31.5% |
| 10Y | +411.3% | +183.6% | +227.7% | +157.5% |
| All | +1,250.4% | +1,759.8% | -509.4% | +132.3% |
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