+179.8%
NOW vs XLC
+137.1%
+42.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.3% |
| 7D | -5.6% | +3.5% | -9.0% | -9.2% |
| 30D | -26.8% | -2.6% | -24.2% | -24.2% |
| 3M | -19.4% | -2.1% | -17.4% | -17.3% |
| 6M | +12.3% | -5.5% | +17.8% | +20.8% |
| YTD | -32.9% | -6.9% | -26.0% | -27.0% |
| 1Y | -40.3% | -3.7% | -36.6% | -37.6% |
| 3Y | -19.1% | +64.2% | -83.2% | -54.0% |
| 5Y | -24.4% | +43.0% | -67.4% | -48.5% |
| All | +179.8% | +137.1% | +42.8% | -5.5% |
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