-9.5%
NOC vs XE
-42.7%
+33.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.3% | -0.5% |
| 7D | -1.6% | -4.6% | +3.1% | -1.6% |
| 30D | -10.4% | -16.4% | +6.0% | -10.3% |
| 3M | -5.6% | -15.5% | +9.9% | -5.3% |
| All | -9.5% | -42.7% | +33.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling