+352.2%
EWZ vs XEL
+992.0%
-639.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | -26.2% | +8.6% | -34.8% | -28.7% |
| 3M | -8.6% | +5.1% | -13.7% | -10.7% |
| 6M | -17.0% | +2.5% | -19.5% | -18.2% |
| YTD | +2.2% | +11.0% | -8.8% | -2.9% |
| 1Y | +2.7% | +2.7% | -0.1% | +0.8% |
| 3Y | +18.2% | +49.7% | -31.5% | -3.0% |
| 5Y | +56.0% | +46.1% | +9.9% | +27.1% |
| 10Y | +60.8% | +181.5% | -120.7% | -2.0% |
| All | +352.2% | +992.0% | -639.8% | +91.7% |
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