+0.3%
NOC price history and return analytics
+11.9%
-11.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.8% | +2.4% | +2.5% | +4.9% |
| 30D | +11.0% | -1.5% | +12.5% | +10.9% |
| 3M | -3.8% | -4.1% | +0.3% | -3.7% |
| 6M | +0.6% | +0.6% | +0.1% | +0.1% |
| YTD | -2.3% | +11.0% | -13.3% | -5.9% |
| 1Y | +0.3% | +13.3% | -13.1% | -3.5% |
| All | +0.3% | +11.9% | -11.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling