+926.8%
XBI vs NOC
+1,314.3%
-387.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.6% | -1.6% | -2.0% | -3.1% |
| 30D | +0.9% | -10.4% | +11.2% | +5.0% |
| 3M | +21.4% | -5.6% | +27.0% | +23.4% |
| 6M | +25.5% | -30.4% | +55.9% | +43.4% |
| YTD | +30.8% | -8.5% | +39.3% | +33.2% |
| 1Y | +68.6% | -8.3% | +76.9% | +71.3% |
| 3Y | +103.9% | +28.2% | +75.7% | +74.4% |
| 5Y | +20.8% | +56.7% | -36.0% | -9.8% |
| 10Y | +164.0% | +189.3% | -25.4% | +33.3% |
| All | +926.8% | +1,314.3% | -387.5% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling