+1,202.4%
VUG vs NOC
+1,889.8%
-687.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | -1.1% | +4.9% | -5.9% | -2.8% |
| 30D | -7.0% | +13.6% | -20.6% | -11.6% |
| 3M | -3.7% | -3.9% | +0.2% | -2.9% |
| 6M | -1.6% | +1.4% | -3.0% | -3.3% |
| YTD | +5.1% | -2.2% | +7.3% | +3.5% |
| 1Y | +3.8% | -1.2% | +5.0% | +1.6% |
| 3Y | +79.9% | +25.0% | +54.8% | +54.6% |
| 5Y | +66.4% | +66.0% | +0.4% | +19.7% |
| 10Y | +405.3% | +161.4% | +243.9% | +168.6% |
| All | +1,202.4% | +1,889.8% | -687.4% | +117.4% |
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 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