+14.5%
NU vs XLP
+42.9%
-28.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -24.1% | +8.2% | -32.2% | -27.9% |
| 3M | -12.8% | +7.7% | -20.5% | -16.9% |
| 6M | -10.9% | +9.3% | -20.2% | -16.4% |
| YTD | -29.3% | +19.5% | -48.8% | -38.7% |
| 1Y | -26.9% | +21.0% | -47.9% | -37.2% |
| 3Y | +38.8% | +43.2% | -4.4% | -3.4% |
| All | +14.5% | +42.9% | -28.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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