+11,573.1%
COST vs XEL
+1,947.0%
+9,626.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | -5.3% | -0.9% | -4.4% | -5.1% |
| 3M | -6.7% | -1.4% | -5.2% | -6.4% |
| 6M | -9.9% | -5.8% | -4.1% | -8.7% |
| YTD | +5.1% | +4.7% | +0.4% | +3.6% |
| 1Y | -7.3% | +9.1% | -16.3% | -9.8% |
| 3Y | +70.4% | +47.8% | +22.5% | +51.0% |
| 5Y | +104.4% | +29.0% | +75.4% | +87.2% |
| 10Y | +609.0% | +154.0% | +455.0% | +439.6% |
| All | +11,573.1% | +1,947.0% | +9,626.2% | +4,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling