+103.3%
NU vs XLC
+70.4%
+32.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.5% |
| 7D | -2.6% | -1.4% | -1.2% | -1.1% |
| 30D | +8.2% | -0.9% | +9.1% | +9.4% |
| 3M | +26.3% | -0.3% | +26.6% | +26.0% |
| 6M | +2.2% | -5.2% | +7.4% | +8.5% |
| YTD | -10.4% | -5.3% | -5.1% | -4.8% |
| 1Y | -3.0% | -2.8% | -0.2% | +0.1% |
| All | +103.3% | +70.4% | +32.8% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling