+889.2%
XLV vs NOC
+2,699.8%
-1,810.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +0.8% | -4.3% | -3.8% |
| 30D | -1.8% | -9.7% | +7.9% | +0.8% |
| 3M | +7.8% | -5.6% | +13.4% | +9.2% |
| 6M | +9.1% | -28.6% | +37.7% | +19.0% |
| YTD | +7.7% | -7.9% | +15.6% | +9.1% |
| 1Y | +20.4% | -9.5% | +29.9% | +22.4% |
| 3Y | +30.8% | +28.4% | +2.4% | +18.5% |
| 5Y | +34.6% | +59.0% | -24.3% | +12.3% |
| 10Y | +173.4% | +191.3% | -17.9% | +87.8% |
| All | +889.2% | +2,699.8% | -1,810.6% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling