+2,340.5%
EXC vs XEL
+1,934.3%
+406.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +0.3% | -1.0% | +1.2% | +0.8% |
| 30D | -3.7% | -1.9% | -1.8% | -2.7% |
| 3M | -1.3% | -1.9% | +0.6% | -0.2% |
| 6M | -9.7% | -7.4% | -2.3% | -6.0% |
| YTD | +2.9% | +4.1% | -1.2% | +0.4% |
| 1Y | +4.4% | +8.0% | -3.7% | -0.4% |
| 3Y | +22.2% | +48.4% | -26.2% | -3.0% |
| 5Y | +46.7% | +27.2% | +19.5% | +26.8% |
| 10Y | +155.3% | +146.8% | +8.5% | +61.9% |
| All | +2,340.5% | +1,934.3% | +406.2% | +446.9% |
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