-24.1%
NU vs XLC
-5.6%
-18.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | -0.1% |
| 7D | +0.2% | +1.8% | -1.6% | -1.6% |
| 30D | -21.0% | -6.0% | -15.1% | -16.4% |
| 3M | -16.3% | -6.0% | -10.3% | -11.2% |
| 6M | -15.3% | -9.1% | -6.3% | -5.4% |
| YTD | -28.4% | -10.0% | -18.3% | -19.7% |
| 1Y | -24.1% | -5.8% | -18.3% | -20.5% |
| All | -24.1% | -5.6% | -18.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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