+76.1%
XBI vs NOC
-10.0%
+86.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | +0.9% | -5.2% | +6.1% | +1.5% |
| 30D | +7.1% | -7.2% | +14.3% | +7.9% |
| 3M | +22.9% | -5.1% | +28.0% | +23.7% |
| 6M | +29.7% | -31.1% | +60.8% | +35.9% |
| YTD | +34.5% | -8.6% | +43.1% | +35.9% |
| 1Y | +76.1% | -9.7% | +85.8% | +76.2% |
| All | +76.1% | -10.0% | +86.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling