+44.7%
XLB vs NOC
+25.0%
+19.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +6.9% | +14.1% | -7.2% | +5.1% |
| 3M | -0.2% | -4.6% | +4.5% | +0.3% |
| 6M | +3.3% | +0.7% | +2.6% | +2.9% |
| YTD | +18.0% | -2.6% | +20.6% | +17.5% |
| 1Y | +24.2% | -1.0% | +25.2% | +23.3% |
| 3Y | +44.7% | +24.5% | +20.2% | +35.1% |
| All | +44.7% | +25.0% | +19.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling