+65.9%
BLK vs XEL
+46.5%
+19.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -6.5% | -3.9% | -2.6% | -5.8% |
| 3M | +6.7% | -2.8% | +9.6% | +7.1% |
| 6M | +14.7% | -5.4% | +20.1% | +15.7% |
| YTD | +2.5% | +3.8% | -1.2% | +1.0% |
| 1Y | -2.8% | +6.8% | -9.6% | -5.0% |
| 3Y | +65.9% | +45.6% | +20.3% | +50.1% |
| All | +65.9% | +46.5% | +19.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling