+16.5%
NU vs XLP
+41.3%
-24.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | -22.8% | +10.3% | -33.0% | -27.6% |
| 3M | -14.8% | +6.5% | -21.3% | -18.3% |
| 6M | -16.9% | +8.4% | -25.3% | -21.8% |
| YTD | -28.1% | +18.2% | -46.3% | -37.2% |
| 1Y | -24.5% | +22.4% | -47.0% | -36.0% |
| 3Y | +44.8% | +41.9% | +2.9% | +1.2% |
| All | +16.5% | +41.3% | -24.9% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling