+2,771.1%
NOW vs XLB
+297.6%
+2,473.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| YTD | -7.8% | +16.6% | -24.4% | -20.9% |
| 1Y | -21.4% | +16.9% | -38.3% | -32.9% |
| 3Y | +19.5% | +32.6% | -13.0% | -9.3% |
| 5Y | +4.1% | +35.6% | -31.6% | -21.4% |
| 10Y | +826.4% | +160.0% | +666.4% | +275.9% |
| All | +2,771.1% | +297.6% | +2,473.6% | +757.6% |
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