+1,199.2%
VUG vs NOC
+1,883.2%
-684.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +4.4% | +4.5% | -0.1% | +2.7% |
| 30D | -7.3% | +14.1% | -21.4% | -12.1% |
| 3M | -4.2% | -4.5% | +0.2% | -3.2% |
| 6M | -1.6% | -0.8% | -0.8% | -2.4% |
| YTD | +4.9% | -2.5% | +7.4% | +3.4% |
| 1Y | +3.8% | -0.1% | +3.9% | +1.2% |
| 3Y | +79.4% | +24.6% | +54.8% | +54.5% |
| 5Y | +63.9% | +65.6% | -1.7% | +18.0% |
| 10Y | +404.0% | +160.5% | +243.5% | +168.2% |
| All | +1,199.2% | +1,883.2% | -684.0% | +117.2% |
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