+131.6%
C vs XEL
+33.1%
+98.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +3.1% | -0.2% | +3.3% | +3.1% |
| 6M | +29.6% | -5.4% | +35.1% | +30.8% |
| YTD | +19.0% | +5.6% | +13.3% | +16.7% |
| 1Y | +45.6% | +10.5% | +35.2% | +41.1% |
| 3Y | +269.3% | +49.2% | +220.1% | +229.7% |
| 5Y | +131.6% | +30.1% | +101.5% | +118.4% |
| All | +131.6% | +33.1% | +98.5% | +118.4% |
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