+80.4%
XLI vs NOC
+57.3%
+23.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -8.2% | -9.4% | +1.3% | -6.3% |
| 3M | +0.8% | -3.8% | +4.6% | +1.4% |
| 6M | +0.8% | -28.8% | +29.6% | +7.9% |
| YTD | +10.5% | -7.9% | +18.4% | +11.7% |
| 1Y | +14.1% | -9.0% | +23.2% | +15.6% |
| 3Y | +68.6% | +29.1% | +39.5% | +55.5% |
| 5Y | +80.4% | +58.9% | +21.4% | +51.0% |
| All | +80.4% | +57.3% | +23.1% | +51.0% |
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