-24.4%
NOW vs XLB
+31.4%
-55.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.8% | +2.9% |
| 7D | -5.6% | -1.6% | -3.9% | -4.3% |
| 30D | -26.8% | +7.2% | -34.0% | -31.0% |
| 3M | -19.4% | 0.0% | -19.5% | -20.0% |
| 6M | +12.3% | +2.3% | +10.0% | +8.8% |
| YTD | -32.9% | +18.4% | -51.3% | -44.4% |
| 1Y | -40.3% | +23.3% | -63.6% | -52.5% |
| 3Y | -19.1% | +45.2% | -64.2% | -47.7% |
| 5Y | -24.4% | +31.0% | -55.3% | -43.3% |
| All | -24.4% | +31.4% | -55.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling