+56.7%
NOC vs XME
+183.2%
-126.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -10.4% | +1.4% | -11.8% | -10.7% |
| 3M | -5.6% | +2.7% | -8.3% | -6.3% |
| 6M | -30.4% | +6.5% | -36.9% | -31.7% |
| YTD | -8.5% | +15.2% | -23.7% | -11.5% |
| 1Y | -8.3% | +43.5% | -51.8% | -15.2% |
| 3Y | +28.2% | +135.9% | -107.7% | +5.7% |
| 5Y | +56.7% | +181.5% | -124.7% | +21.6% |
| All | +56.7% | +183.2% | -126.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling