+34.7%
CSCO vs XEL
+2.6%
+32.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.5% | -7.6% |
| 7D | -11.9% | +1.7% | -13.5% | -11.7% |
| 30D | -18.8% | +10.5% | -29.3% | -18.4% |
| 3M | -21.2% | +4.9% | -26.2% | -21.1% |
| 6M | +1.9% | +0.2% | +1.7% | +1.8% |
| YTD | +26.1% | +11.3% | +14.7% | +27.3% |
| 1Y | +34.7% | +2.1% | +32.6% | +35.1% |
| All | +34.7% | +2.6% | +32.1% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling