-19.5%
NOW vs XRT
+61.0%
-80.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -5.6% | -1.4% | -4.1% | -4.9% |
| 30D | -26.8% | +9.8% | -36.5% | -30.3% |
| 3M | -19.4% | +3.3% | -22.7% | -21.0% |
| 6M | +12.3% | +13.6% | -1.3% | +5.0% |
| YTD | -32.9% | +9.1% | -42.0% | -36.1% |
| 1Y | -40.3% | +15.1% | -55.4% | -44.8% |
| All | -19.5% | +61.0% | -80.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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