+432.5%
EWZ vs XEL
+923.8%
-491.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.5% | -1.0% | +7.5% | +6.9% |
| 30D | +4.8% | -1.9% | +6.8% | +5.6% |
| 3M | +9.9% | -1.9% | +11.8% | +10.5% |
| 6M | +1.9% | -7.4% | +9.4% | +4.8% |
| YTD | +20.3% | +4.1% | +16.2% | +17.6% |
| 1Y | +35.6% | +8.0% | +27.6% | +30.1% |
| 3Y | +43.4% | +48.4% | -5.0% | +18.1% |
| 5Y | +55.9% | +27.2% | +28.7% | +34.6% |
| 10Y | +84.2% | +146.8% | -62.7% | +18.8% |
| All | +432.5% | +923.8% | -491.3% | +132.0% |
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 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