-38.7%
NOW vs XLB
+29.8%
-68.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | +0.5% |
| 7D | -27.5% | +3.9% | -31.5% | -26.5% |
| 30D | -20.0% | +8.9% | -28.9% | -18.2% |
| 3M | -7.9% | +4.1% | -12.0% | -6.8% |
| 6M | +18.3% | +7.3% | +11.0% | +20.7% |
| YTD | -29.0% | +20.4% | -49.4% | -29.8% |
| 1Y | -38.7% | +29.5% | -68.2% | -41.9% |
| All | -38.7% | +29.8% | -68.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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