+790.0%
NOW vs XLB
+159.0%
+631.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.3% |
| 7D | -6.1% | -0.2% | -5.8% | -6.0% |
| 30D | +7.5% | -1.7% | +9.2% | +8.8% |
| 3M | +17.5% | +4.4% | +13.2% | +13.1% |
| 6M | +7.9% | +5.0% | +2.9% | +2.3% |
| YTD | -12.4% | +15.5% | -27.9% | -23.8% |
| 1Y | -28.6% | +14.9% | -43.5% | -37.7% |
| 3Y | +11.8% | +34.5% | -22.7% | -15.2% |
| 5Y | +2.6% | +36.5% | -33.9% | -21.9% |
| 10Y | +790.0% | +159.6% | +630.4% | +273.4% |
| All | +790.0% | +159.0% | +631.0% | +273.4% |
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