+499.2%
NOW vs XLB
+170.1%
+329.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.0% |
| 30D | -26.0% | +6.1% | -32.1% | -29.5% |
| 3M | -13.1% | 0.0% | -13.1% | -13.6% |
| 6M | +14.5% | 0.0% | +14.6% | +12.8% |
| YTD | -33.4% | +16.0% | -49.5% | -42.5% |
| 1Y | -40.6% | +24.7% | -65.4% | -51.8% |
| 3Y | -16.3% | +40.4% | -56.7% | -39.0% |
| 5Y | -26.3% | +30.7% | -57.0% | -42.3% |
| All | +499.2% | +170.1% | +329.1% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling