+69.4%
EMR vs XEL
+29.8%
+39.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -6.8% | -3.9% | -2.8% | -5.9% |
| 3M | +7.5% | -2.8% | +10.3% | +8.1% |
| 6M | +9.9% | -5.4% | +15.2% | +11.1% |
| YTD | +16.0% | +3.8% | +12.2% | +14.5% |
| 1Y | +12.4% | +6.8% | +5.6% | +10.0% |
| 3Y | +60.2% | +45.6% | +14.7% | +42.2% |
| All | +69.4% | +29.8% | +39.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling