+59.1%
NOC vs XLRE
+8.4%
+50.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.8% | -1.2% | +1.9% | +1.1% |
| 30D | -9.7% | -2.4% | -7.3% | -9.1% |
| 3M | -5.6% | -2.5% | -3.2% | -5.0% |
| 6M | -28.6% | +4.0% | -32.6% | -29.4% |
| YTD | -7.9% | +9.3% | -17.2% | -10.2% |
| 1Y | -9.5% | +5.6% | -15.1% | -11.0% |
| 3Y | +28.4% | +31.3% | -2.9% | +18.1% |
| All | +59.1% | +8.4% | +50.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling