+1,085.3%
NEM vs XLU
+630.6%
+454.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.8% |
| 7D | +3.1% | +0.6% | +2.4% | +2.7% |
| 30D | +10.0% | -0.4% | +10.4% | +10.1% |
| 3M | +30.9% | -1.7% | +32.6% | +31.7% |
| 6M | +10.5% | -7.1% | +17.6% | +14.2% |
| YTD | +29.7% | +1.9% | +27.8% | +28.5% |
| 1Y | +71.1% | +6.1% | +65.0% | +66.5% |
| 3Y | +252.1% | +48.8% | +203.3% | +195.7% |
| 5Y | +157.7% | +43.8% | +113.9% | +119.0% |
| 10Y | +319.4% | +143.2% | +176.2% | +179.9% |
| All | +1,085.3% | +630.6% | +454.7% | +474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling