+1,924.6%
NOW vs XLB
+302.5%
+1,622.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -8.7% | +0.5% | -9.2% | -9.1% |
| 30D | -29.3% | +6.9% | -36.2% | -33.2% |
| 3M | -21.8% | -0.2% | -21.7% | -22.3% |
| 6M | +9.2% | +3.3% | +5.9% | +4.8% |
| YTD | -35.0% | +18.0% | -53.0% | -45.1% |
| 1Y | -42.5% | +24.2% | -66.7% | -53.5% |
| 3Y | -21.5% | +44.7% | -66.2% | -45.0% |
| 5Y | -25.8% | +31.6% | -57.3% | -42.8% |
| 10Y | +506.3% | +164.2% | +342.1% | +141.7% |
| All | +1,924.6% | +302.5% | +1,622.1% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling