-26.3%
NOW vs XLB
+28.3%
-54.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -27.4% | +5.3% | -32.6% | -30.5% |
| 3M | -19.4% | 0.0% | -19.4% | -20.0% |
| 6M | +13.1% | +1.2% | +11.9% | +10.4% |
| YTD | -34.3% | +16.9% | -51.2% | -45.0% |
| 1Y | -41.8% | +20.9% | -62.6% | -52.9% |
| 3Y | -20.7% | +43.3% | -64.0% | -48.2% |
| All | -26.3% | +28.3% | -54.5% | -44.0% |
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