+189.8%
NOC vs XME
+426.6%
-236.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.5% |
| 7D | -1.8% | -3.0% | +1.3% | -1.1% |
| 30D | -9.4% | -2.6% | -6.8% | -9.1% |
| 3M | -3.8% | +2.2% | -6.0% | -4.7% |
| 6M | -28.8% | +0.7% | -29.5% | -29.6% |
| YTD | -7.9% | +10.9% | -18.8% | -11.2% |
| 1Y | -9.0% | +35.7% | -44.8% | -16.9% |
| 3Y | +29.1% | +127.1% | -98.1% | +1.8% |
| 5Y | +58.9% | +168.5% | -109.5% | +16.6% |
| All | +189.8% | +426.6% | -236.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling