+591.5%
EWT vs XEL
+961.0%
-369.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +9.4% | -0.9% | +10.3% | +9.6% |
| 3M | +10.9% | -1.4% | +12.3% | +11.1% |
| 6M | +57.9% | -5.8% | +63.7% | +59.7% |
| YTD | +75.9% | +4.7% | +71.2% | +73.1% |
| 1Y | +89.7% | +9.1% | +80.7% | +84.4% |
| 3Y | +200.9% | +47.8% | +153.0% | +166.9% |
| 5Y | +154.5% | +29.0% | +125.5% | +131.5% |
| 10Y | +520.8% | +154.0% | +366.8% | +359.3% |
| All | +591.5% | +961.0% | -369.5% | +283.1% |
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 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