+48.8%
NU vs XLC
+52.8%
-4.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -0.6% |
| 7D | +7.5% | -0.8% | +8.3% | +8.6% |
| 30D | +6.1% | +1.0% | +5.1% | +4.9% |
| 3M | +26.8% | -0.7% | +27.5% | +27.0% |
| 6M | +2.5% | -5.1% | +7.6% | +9.0% |
| YTD | -8.2% | -4.3% | -3.9% | -3.4% |
| 1Y | +3.4% | -0.6% | +3.9% | +3.8% |
| 3Y | +116.2% | +72.7% | +43.5% | +10.2% |
| All | +48.8% | +52.8% | -4.0% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling