+62.4%
EWY vs XEL
+1.7%
+60.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -1.6% |
| 7D | -8.3% | +4.3% | -12.6% | -7.8% |
| 30D | -20.5% | +12.6% | -33.2% | -20.1% |
| 3M | -11.1% | +4.4% | -15.5% | -10.8% |
| 6M | -7.0% | +0.7% | -7.7% | -6.1% |
| YTD | +56.5% | +11.5% | +45.0% | +53.5% |
| 1Y | +62.4% | +1.7% | +60.7% | +59.8% |
| All | +62.4% | +1.7% | +60.7% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling