+67.6%
EWZ vs XEL
+33.1%
+34.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.6% |
| 7D | +5.6% | +1.3% | +4.3% | +5.3% |
| 30D | +9.3% | -1.5% | +10.8% | +9.6% |
| 3M | +15.7% | -0.2% | +15.9% | +15.6% |
| 6M | +7.4% | -5.4% | +12.9% | +8.5% |
| YTD | +22.7% | +5.6% | +17.0% | +20.8% |
| 1Y | +36.4% | +10.5% | +25.9% | +32.8% |
| 3Y | +50.4% | +49.2% | +1.2% | +36.2% |
| 5Y | +67.6% | +30.1% | +37.5% | +59.0% |
| All | +67.6% | +33.1% | +34.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling