-24.1%
NU vs XLU
+0.7%
-24.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | +0.2% | +2.6% | -2.5% | -0.9% |
| 30D | -21.0% | +9.1% | -30.1% | -23.9% |
| 3M | -16.3% | -0.4% | -15.9% | -17.1% |
| 6M | -15.3% | -4.7% | -10.7% | -15.2% |
| YTD | -28.4% | +4.3% | -32.7% | -29.8% |
| 1Y | -24.1% | +1.0% | -25.1% | -24.1% |
| All | -24.1% | +0.7% | -24.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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