+1,250.3%
EWY vs XEL
+870.1%
+380.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +6.7% | +0.9% | +5.8% | +6.3% |
| 30D | +17.0% | -0.9% | +17.8% | +17.2% |
| 3M | +3.7% | -1.4% | +5.1% | +3.8% |
| 6M | +42.5% | -5.8% | +48.3% | +44.3% |
| YTD | +96.2% | +4.7% | +91.5% | +91.9% |
| 1Y | +160.4% | +9.1% | +151.3% | +150.4% |
| 3Y | +231.7% | +47.8% | +183.8% | +183.2% |
| 5Y | +153.3% | +29.0% | +124.3% | +123.7% |
| 10Y | +308.8% | +154.0% | +154.8% | +180.2% |
| All | +1,250.3% | +870.1% | +380.2% | +579.5% |
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