+41.5%
NU vs XLB
+27.9%
+13.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -3.1% |
| 7D | -4.9% | -2.8% | -2.0% | -1.9% |
| 30D | +7.8% | -3.1% | +10.9% | +11.7% |
| 3M | +20.9% | -0.2% | +21.1% | +20.8% |
| 6M | +0.9% | +3.1% | -2.2% | -2.9% |
| YTD | -12.7% | +13.3% | -25.9% | -25.0% |
| 1Y | -6.4% | +12.0% | -18.4% | -18.7% |
| 3Y | +98.1% | +31.4% | +66.7% | +39.9% |
| All | +41.5% | +27.9% | +13.6% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling