+29.3%
EXC vs XEL
+50.4%
-21.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +0.1% | +1.7% | -1.7% | -0.9% |
| 30D | +9.0% | +8.6% | +0.4% | +4.2% |
| 3M | +3.3% | +5.1% | -1.8% | +0.5% |
| 6M | +5.7% | +2.5% | +3.2% | +4.2% |
| YTD | +7.3% | +11.0% | -3.6% | +1.3% |
| 1Y | +2.9% | +2.7% | +0.2% | +1.2% |
| 3Y | +29.3% | +49.7% | -20.4% | +7.8% |
| All | +29.3% | +50.4% | -21.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling