+45.4%
NU vs XLU
+42.1%
+3.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -4.2% | -1.2% | -3.0% | -3.6% |
| 30D | +10.0% | -2.5% | +12.6% | +11.5% |
| 3M | +29.3% | -2.7% | +32.0% | +30.9% |
| 6M | +0.9% | -7.5% | +8.4% | +4.9% |
| YTD | -10.3% | +0.9% | -11.2% | -11.3% |
| 1Y | -3.2% | +3.3% | -6.5% | -5.6% |
| 3Y | +120.6% | +47.3% | +73.3% | +71.7% |
| All | +45.4% | +42.1% | +3.3% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling