+851.2%
EEM vs XEL
+1,343.1%
-491.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | +5.1% | -0.9% | +6.0% | +5.5% |
| 3M | +4.6% | -1.4% | +6.0% | +4.9% |
| 6M | +17.8% | -5.8% | +23.6% | +20.5% |
| YTD | +25.8% | +4.7% | +21.1% | +21.0% |
| 1Y | +36.4% | +9.1% | +27.3% | +27.5% |
| 3Y | +90.0% | +47.8% | +42.1% | +43.2% |
| 5Y | +46.6% | +29.0% | +17.6% | +15.6% |
| 10Y | +132.3% | +154.0% | -21.7% | -5.4% |
| All | +851.2% | +1,343.1% | -491.9% | +9.9% |
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 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