+136.1%
B vs XEL
+47.5%
+88.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +11.3% | +1.1% | +10.3% | +11.0% |
| 30D | +2.9% | +8.7% | -5.7% | -0.1% |
| 3M | -2.9% | +3.5% | -6.4% | -4.1% |
| 6M | -1.2% | +2.6% | -3.8% | -2.3% |
| YTD | -1.3% | +11.1% | -12.4% | -5.2% |
| 1Y | +30.4% | +2.2% | +28.3% | +28.9% |
| 3Y | +195.3% | +51.1% | +144.2% | +150.2% |
| All | +136.1% | +47.5% | +88.6% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling