+1,395.9%
NOC vs XME
+170.7%
+1,225.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +11.0% | -6.1% | +17.2% | +12.5% |
| 3M | -3.8% | -18.6% | +14.8% | +0.6% |
| 6M | +0.6% | -23.9% | +24.5% | +6.4% |
| YTD | -2.3% | -9.3% | +7.1% | -1.8% |
| 1Y | +0.3% | +1.8% | -1.5% | -2.3% |
| 3Y | +24.6% | +93.0% | -68.4% | +0.7% |
| 5Y | +66.0% | +107.0% | -41.0% | +28.4% |
| 10Y | +161.2% | +266.9% | -105.8% | +62.8% |
| All | +1,395.9% | +170.7% | +1,225.2% | +724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling