+32.9%
XLV vs NOC
-7.1%
+40.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.6% |
| 7D | +5.5% | -5.0% | +10.5% | +6.2% |
| 30D | +13.3% | +10.3% | +3.0% | +11.8% |
| 3M | +17.4% | -4.3% | +21.8% | +17.8% |
| 6M | +32.1% | -6.5% | +38.6% | +32.6% |
| YTD | +24.0% | -6.7% | +30.8% | +24.2% |
| 1Y | +32.9% | -7.5% | +40.4% | +33.4% |
| All | +32.9% | -7.1% | +40.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling