+171.3%
NOW vs XLC
+135.2%
+36.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.5% |
| 7D | -8.7% | +6.2% | -15.0% | -15.0% |
| 30D | -29.3% | -2.4% | -26.9% | -27.0% |
| 3M | -21.8% | -3.3% | -18.5% | -18.6% |
| 6M | +9.2% | -7.3% | +16.6% | +20.1% |
| YTD | -35.0% | -7.6% | -27.3% | -28.6% |
| 1Y | -42.5% | -3.7% | -38.8% | -39.9% |
| 3Y | -21.5% | +62.9% | -84.5% | -55.0% |
| 5Y | -25.8% | +41.6% | -67.4% | -48.9% |
| All | +171.3% | +135.2% | +36.0% | -7.6% |
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