+606.1%
COST vs XEL
+151.6%
+454.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -4.7% | -3.9% | -0.8% | -3.5% |
| 3M | -7.1% | -2.8% | -4.3% | -6.3% |
| 6M | -8.5% | -5.4% | -3.1% | -7.1% |
| YTD | +5.4% | +3.8% | +1.6% | +3.7% |
| 1Y | -5.6% | +6.8% | -12.5% | -8.2% |
| 3Y | +68.5% | +45.6% | +22.9% | +45.0% |
| 5Y | +105.2% | +30.7% | +74.6% | +83.3% |
| All | +606.1% | +151.6% | +454.5% | +437.9% |
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