+133.6%
XLC vs NOC
+97.3%
+36.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.1% | +4.5% | -1.5% | +2.2% |
| 30D | -4.2% | +14.1% | -18.3% | -6.8% |
| 3M | -2.1% | -4.5% | +2.3% | -1.5% |
| 6M | -6.6% | -0.8% | -5.9% | -6.9% |
| YTD | -7.8% | -2.5% | -5.3% | -8.3% |
| 1Y | -4.1% | -0.1% | -4.0% | -5.1% |
| 3Y | +62.6% | +24.6% | +38.0% | +50.4% |
| 5Y | +39.6% | +65.6% | -26.0% | +14.4% |
| All | +133.6% | +97.3% | +36.3% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling