+0.8%
NOW vs XLU
+43.5%
-42.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +22.6% | -1.7% | +24.3% | +22.8% |
| 6M | +7.5% | -7.1% | +14.6% | +9.1% |
| YTD | -14.4% | +1.9% | -16.3% | -16.5% |
| 1Y | -29.8% | +6.1% | -35.9% | -32.9% |
| 3Y | +9.2% | +48.8% | -39.5% | -13.3% |
| 5Y | +0.8% | +43.8% | -43.0% | -20.3% |
| All | +0.8% | +43.5% | -42.6% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling