+3,912.1%
EMR vs XEL
+1,934.3%
+1,977.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.5% | -1.0% | -0.6% | -1.2% |
| 30D | -5.6% | -1.9% | -3.7% | -5.0% |
| 3M | +7.9% | -1.9% | +9.8% | +8.4% |
| 6M | +6.0% | -7.4% | +13.5% | +8.5% |
| YTD | +16.4% | +4.1% | +12.4% | +14.4% |
| 1Y | +16.6% | +8.0% | +8.6% | +12.9% |
| 3Y | +62.9% | +48.4% | +14.5% | +39.1% |
| 5Y | +60.1% | +27.2% | +32.9% | +43.0% |
| 10Y | +268.7% | +146.8% | +121.9% | +156.5% |
| All | +3,912.1% | +1,934.3% | +1,977.7% | +1,110.8% |
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