+253.9%
XLI vs NOC
+192.5%
+61.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | +0.8% | -2.4% | -1.9% |
| 30D | -7.3% | -9.7% | +2.4% | -3.8% |
| 3M | -1.3% | -5.6% | +4.3% | +0.4% |
| 6M | +2.2% | -28.6% | +30.8% | +15.4% |
| YTD | +11.7% | -7.9% | +19.6% | +13.6% |
| 1Y | +14.3% | -9.5% | +23.8% | +16.8% |
| 3Y | +70.3% | +28.4% | +42.0% | +46.1% |
| 5Y | +82.3% | +59.0% | +23.4% | +34.4% |
| All | +253.9% | +192.5% | +61.4% | +95.2% |
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