+302.3%
NEM vs XLU
+140.5%
+161.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -1.0% | -1.6% | +0.6% | -0.1% |
| 30D | +7.8% | -3.3% | +11.1% | +9.8% |
| 3M | +30.2% | -3.2% | +33.4% | +32.3% |
| 6M | +9.6% | -7.0% | +16.6% | +14.0% |
| YTD | +27.8% | +0.6% | +27.2% | +27.1% |
| 1Y | +60.7% | +2.4% | +58.3% | +58.3% |
| 3Y | +245.3% | +46.3% | +199.0% | +181.2% |
| 5Y | +155.3% | +44.0% | +111.4% | +109.2% |
| All | +302.3% | +140.5% | +161.9% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling