+136.0%
NVO vs XLU
+140.5%
-4.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -7.6% | -1.6% | -6.0% | -7.1% |
| 30D | -6.0% | -3.3% | -2.7% | -4.9% |
| 3M | -0.8% | -3.2% | +2.4% | +0.2% |
| 6M | +16.5% | -7.0% | +23.4% | +19.1% |
| YTD | -11.1% | +0.6% | -11.8% | -11.6% |
| 1Y | -16.7% | +2.4% | -19.2% | -17.7% |
| 3Y | -52.9% | +46.3% | -99.2% | -59.2% |
| 5Y | -3.0% | +44.0% | -46.9% | -16.2% |
| All | +136.0% | +140.5% | -4.4% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling