+37.8%
XLC vs NOC
+56.8%
-19.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +0.7% |
| 30D | +0.2% | -8.9% | +9.1% | +0.7% |
| 3M | +0.6% | -3.7% | +4.3% | +0.8% |
| 6M | -4.5% | -30.8% | +26.3% | -2.9% |
| YTD | -4.7% | -7.9% | +3.2% | -4.5% |
| 1Y | -1.7% | -9.4% | +7.8% | -1.4% |
| 3Y | +72.3% | +29.0% | +43.3% | +67.3% |
| 5Y | +37.8% | +56.1% | -18.3% | +27.6% |
| All | +37.8% | +56.8% | -19.0% | +27.6% |
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