+28.4%
NOC vs XYL
+15.2%
+13.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.8% | -1.2% | -0.5% | -1.6% |
| 30D | -9.4% | -13.2% | +3.7% | -8.0% |
| 3M | -3.8% | -0.2% | -3.7% | -3.9% |
| 6M | -28.8% | -12.5% | -16.3% | -27.8% |
| YTD | -7.9% | -20.9% | +13.0% | -5.7% |
| 1Y | -9.0% | -21.6% | +12.5% | -6.8% |
| All | +28.4% | +15.2% | +13.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling