+1,972.6%
NOW vs XRT
+275.7%
+1,696.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -3.0% | +0.9% | -3.9% | -3.7% |
| 30D | -26.0% | +7.9% | -34.0% | -30.1% |
| 3M | -13.1% | -0.2% | -12.9% | -13.7% |
| 6M | +14.5% | +5.6% | +8.9% | +9.4% |
| YTD | -33.4% | +5.7% | -39.1% | -36.6% |
| 1Y | -40.6% | +14.6% | -55.2% | -46.4% |
| 3Y | -16.3% | +50.7% | -67.0% | -38.5% |
| 5Y | -26.3% | -4.8% | -21.5% | -28.1% |
| 10Y | +512.7% | +152.6% | +360.1% | +157.1% |
| All | +1,972.6% | +275.7% | +1,696.9% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling