+65.0%
XLF vs NOC
+57.3%
+7.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.9% | -1.8% | -1.1% | -2.6% |
| 30D | -1.6% | -9.4% | +7.8% | -0.2% |
| 3M | +9.3% | -3.8% | +13.1% | +9.8% |
| 6M | +14.6% | -28.8% | +43.3% | +19.9% |
| YTD | +4.7% | -7.9% | +12.6% | +5.2% |
| 1Y | +8.6% | -9.0% | +17.7% | +9.3% |
| 3Y | +73.9% | +29.1% | +44.8% | +63.1% |
| 5Y | +65.0% | +58.9% | +6.1% | +42.1% |
| All | +65.0% | +57.3% | +7.8% | +42.1% |
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 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