-24.4%
NOW vs XRT
-1.3%
-23.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -5.6% | -1.4% | -4.1% | -4.6% |
| 30D | -26.8% | +9.8% | -36.5% | -32.2% |
| 3M | -19.4% | +3.3% | -22.7% | -22.1% |
| 6M | +12.3% | +13.6% | -1.3% | +1.1% |
| YTD | -32.9% | +9.1% | -42.0% | -38.1% |
| 1Y | -40.3% | +15.1% | -55.4% | -47.2% |
| 3Y | -19.1% | +59.9% | -79.0% | -48.0% |
| 5Y | -24.4% | -1.7% | -22.6% | -22.8% |
| All | -24.4% | -1.3% | -23.1% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling