+263.6%
EMR vs XEL
+151.3%
+112.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -9.4% | -2.9% | -6.5% | -8.7% |
| 3M | +8.6% | -2.7% | +11.3% | +9.3% |
| 6M | +6.7% | -6.5% | +13.2% | +8.6% |
| YTD | +13.1% | +3.6% | +9.4% | +11.3% |
| 1Y | +12.7% | +7.5% | +5.2% | +9.5% |
| 3Y | +58.1% | +46.3% | +11.7% | +36.6% |
| 5Y | +63.6% | +30.5% | +33.1% | +46.1% |
| All | +263.6% | +151.3% | +112.4% | +219.4% |
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 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