-17.1%
NOW vs XLU
+57.2%
-74.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +1.2% |
| 7D | -3.1% | +0.3% | -3.3% | -3.0% |
| 30D | -27.0% | +5.7% | -32.8% | -25.9% |
| 3M | -17.7% | +1.2% | -18.9% | -17.2% |
| 6M | +12.7% | -0.7% | +13.4% | +13.3% |
| YTD | -32.9% | +4.7% | -37.6% | -32.9% |
| 1Y | -40.4% | +0.4% | -40.8% | -40.0% |
| 3Y | -17.1% | +59.6% | -76.7% | -16.0% |
| All | -17.1% | +57.2% | -74.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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