+28.0%
NU vs XLC
+48.7%
-20.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.7% | +10.5% |
| 7D | +9.9% | +3.7% | +6.2% | +5.4% |
| 30D | -11.5% | -1.9% | -9.5% | -9.1% |
| 3M | -5.1% | -3.1% | -2.0% | -1.2% |
| 6M | +3.1% | -6.4% | +9.5% | +11.4% |
| YTD | -21.0% | -6.8% | -14.2% | -14.1% |
| 1Y | -15.2% | -1.7% | -13.5% | -13.7% |
| 3Y | +56.4% | +64.7% | -8.2% | -15.3% |
| All | +28.0% | +48.7% | -20.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling