+270.6%
C vs XEL
+47.7%
+223.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.6% | -1.0% | +4.6% | +3.8% |
| 30D | +0.1% | -1.9% | +2.0% | +0.3% |
| 3M | +2.4% | -1.9% | +4.3% | +2.6% |
| 6M | +24.9% | -7.4% | +32.4% | +26.2% |
| YTD | +19.8% | +4.1% | +15.7% | +18.2% |
| 1Y | +44.9% | +8.0% | +36.8% | +41.5% |
| All | +270.6% | +47.7% | +223.0% | +242.0% |
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