+56.4%
NU vs XLP
+45.4%
+11.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.3% | +11.5% |
| 7D | +9.9% | +2.5% | +7.4% | +9.4% |
| 30D | -11.5% | +7.3% | -18.8% | -12.6% |
| 3M | -5.1% | +8.1% | -13.2% | -6.5% |
| 6M | +3.1% | +10.5% | -7.4% | +1.0% |
| YTD | -21.0% | +21.2% | -42.2% | -25.1% |
| 1Y | -15.2% | +22.7% | -37.9% | -19.9% |
| 3Y | +56.4% | +44.8% | +11.7% | +33.1% |
| All | +56.4% | +45.4% | +11.1% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling