+504.6%
NOW vs XLB
+173.6%
+331.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.6% |
| 7D | -3.1% | -1.4% | -1.7% | -2.1% |
| 30D | -27.0% | +7.1% | -34.1% | -31.0% |
| 3M | -17.7% | +0.6% | -18.3% | -18.6% |
| 6M | +12.7% | +3.5% | +9.2% | +8.3% |
| YTD | -32.9% | +18.2% | -51.2% | -42.9% |
| 1Y | -40.4% | +25.6% | -66.0% | -51.8% |
| 3Y | -17.1% | +46.7% | -63.8% | -41.7% |
| 5Y | -25.7% | +30.9% | -56.6% | -42.0% |
| 10Y | +504.6% | +167.7% | +336.9% | +149.7% |
| All | +504.6% | +173.6% | +331.0% | +149.7% |
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