+18.4%
BX vs XEL
+29.8%
-11.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -12.2% | -3.9% | -8.3% | -11.0% |
| 3M | +7.4% | -2.8% | +10.2% | +8.3% |
| 6M | +22.2% | -5.4% | +27.6% | +24.1% |
| YTD | -14.0% | +3.8% | -17.8% | -16.1% |
| 1Y | -27.3% | +6.8% | -34.1% | -30.3% |
| 3Y | +24.5% | +45.6% | -21.0% | +1.8% |
| All | +18.4% | +29.8% | -11.4% | +1.8% |
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