-16.3%
NOW vs XLC
+60.5%
-76.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.9% |
| 7D | -3.0% | +4.9% | -7.9% | -8.2% |
| 30D | -26.0% | -5.8% | -20.2% | -20.7% |
| 3M | -13.1% | -5.4% | -7.7% | -7.4% |
| 6M | +14.5% | -10.2% | +24.7% | +29.4% |
| YTD | -33.4% | -10.2% | -23.3% | -25.1% |
| 1Y | -40.6% | -5.6% | -35.0% | -36.9% |
| 3Y | -16.3% | +61.0% | -77.3% | -43.5% |
| All | -16.3% | +60.5% | -76.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling