+3.4%
NU vs XLB
+17.4%
-14.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.7% |
| 7D | +7.5% | -1.4% | +8.9% | +8.6% |
| 30D | +6.1% | -0.4% | +6.5% | +6.5% |
| 3M | +26.8% | +2.0% | +24.8% | +24.9% |
| 6M | +2.5% | +1.8% | +0.6% | +0.7% |
| YTD | -8.2% | +16.6% | -24.8% | -18.9% |
| 1Y | +3.4% | +16.9% | -13.6% | -10.5% |
| All | +3.4% | +17.4% | -14.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling