-22.8%
NU vs XLP
+22.1%
-44.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -23.3% | +8.9% | -32.3% | -23.2% |
| 3M | -10.7% | +7.5% | -18.2% | -10.6% |
| 6M | -10.4% | +9.4% | -19.9% | -10.5% |
| YTD | -26.2% | +19.3% | -45.4% | -27.6% |
| All | -22.8% | +22.1% | -44.9% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling