+294.7%
C vs XEL
+146.5%
+148.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | +1.9% | -0.9% | +2.8% | +2.2% |
| 3M | +2.8% | -1.4% | +4.2% | +3.1% |
| 6M | +30.6% | -5.8% | +36.4% | +32.6% |
| YTD | +19.9% | +4.7% | +15.2% | +17.0% |
| 1Y | +44.6% | +9.1% | +35.5% | +38.6% |
| 3Y | +272.1% | +47.8% | +224.3% | +213.9% |
| 5Y | +132.0% | +29.0% | +103.0% | +103.7% |
| 10Y | +294.7% | +154.0% | +140.7% | +274.7% |
| All | +294.7% | +146.5% | +148.1% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling