+179.8%
NOW vs XLC
+134.3%
+45.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -2.0% |
| 7D | -3.1% | +7.1% | -10.1% | -10.5% |
| 30D | -27.0% | -2.7% | -24.3% | -24.3% |
| 3M | -17.7% | -3.2% | -14.5% | -14.4% |
| 6M | +12.7% | -7.7% | +20.4% | +24.4% |
| YTD | -32.9% | -8.0% | -25.0% | -26.0% |
| 1Y | -40.4% | -3.1% | -37.3% | -38.2% |
| 3Y | -17.1% | +64.9% | -82.0% | -53.1% |
| 5Y | -25.7% | +39.5% | -65.2% | -47.9% |
| All | +179.8% | +134.3% | +45.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling