+147.8%
EWY vs XEL
+7.7%
+140.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.3% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +7.3% | -3.9% | +11.3% | +6.8% |
| 3M | -5.1% | -2.8% | -2.3% | -5.6% |
| 6M | +42.1% | -5.4% | +47.4% | +41.8% |
| YTD | +94.1% | +3.8% | +90.4% | +95.2% |
| 1Y | +147.8% | +6.8% | +141.0% | +155.6% |
| All | +147.8% | +7.7% | +140.2% | +155.6% |
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