+30.5%
XEL vs NOC
+57.3%
-26.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.2% | -1.8% | +0.5% | -0.8% |
| 30D | -2.9% | -9.4% | +6.5% | -0.8% |
| 3M | -2.7% | -3.8% | +1.1% | -2.1% |
| 6M | -6.5% | -28.8% | +22.2% | +0.4% |
| YTD | +3.6% | -7.9% | +11.5% | +4.7% |
| 1Y | +7.5% | -9.0% | +16.5% | +8.9% |
| 3Y | +46.3% | +29.1% | +17.3% | +34.5% |
| 5Y | +30.5% | +58.9% | -28.4% | +12.3% |
| All | +30.5% | +57.3% | -26.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling