+6.8%
NOW vs XLB
+36.1%
-29.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.4% |
| 30D | +20.5% | -0.4% | +20.9% | +20.7% |
| 3M | +18.3% | +2.0% | +16.4% | +15.8% |
| 6M | +24.1% | +1.8% | +22.2% | +20.1% |
| YTD | -7.8% | +16.6% | -24.4% | -22.2% |
| 1Y | -21.4% | +16.9% | -38.3% | -34.0% |
| 3Y | +19.5% | +32.6% | -13.0% | -14.2% |
| All | +6.8% | +36.1% | -29.3% | -24.5% |
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