+35.0%
XLB vs NOC
+55.2%
-20.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | -1.6% | -1.4% | -2.7% |
| 30D | -3.4% | -10.4% | +7.0% | -1.8% |
| 3M | +1.6% | -5.6% | +7.2% | +2.3% |
| 6M | +3.6% | -30.4% | +34.0% | +9.3% |
| YTD | +14.2% | -8.5% | +22.7% | +15.0% |
| 1Y | +15.6% | -8.3% | +23.9% | +16.3% |
| 3Y | +33.1% | +28.2% | +4.9% | +25.2% |
| 5Y | +35.0% | +56.7% | -21.7% | +17.8% |
| All | +35.0% | +55.2% | -20.1% | +17.8% |
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