+2,451.8%
EXC vs XEL
+2,107.3%
+344.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | -1.9% | +1.4% | -3.3% | -2.7% |
| 30D | +7.8% | +9.2% | -1.4% | +2.7% |
| 3M | +1.9% | +4.5% | -2.7% | -0.5% |
| 6M | +3.4% | +3.6% | -0.2% | +1.5% |
| YTD | +7.6% | +12.9% | -5.3% | +0.4% |
| 1Y | +2.1% | +4.1% | -2.0% | -0.3% |
| 3Y | +29.6% | +52.3% | -22.7% | +1.5% |
| 5Y | +39.5% | +51.6% | -12.1% | +9.9% |
| 10Y | +200.2% | +185.2% | +15.0% | +76.4% |
| All | +2,451.8% | +2,107.3% | +344.6% | +447.0% |
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