+48.4%
NU vs XLP
+31.0%
+17.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +6.0% | -1.4% | +7.5% | +7.0% |
| 30D | +10.8% | -1.3% | +12.1% | +11.7% |
| 3M | +32.2% | +1.8% | +30.3% | +29.9% |
| 6M | +5.1% | -0.8% | +6.0% | +5.1% |
| YTD | -8.4% | +9.5% | -17.9% | -15.8% |
| 1Y | +0.7% | +7.2% | -6.5% | -5.9% |
| 3Y | +125.1% | +27.1% | +98.0% | +72.2% |
| All | +48.4% | +31.0% | +17.4% | +13.3% |
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