+74.3%
F vs XEL
+176.3%
-102.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.0% | +1.7% | -0.8% | +0.4% |
| 30D | +2.1% | +8.6% | -6.5% | -0.8% |
| 3M | -10.3% | +5.1% | -15.3% | -11.9% |
| 6M | +3.3% | +2.5% | +0.8% | +2.1% |
| YTD | -2.0% | +11.0% | -13.0% | -6.2% |
| 1Y | -2.3% | +2.7% | -5.0% | -3.9% |
| 3Y | +49.9% | +49.7% | +0.2% | +25.9% |
| 5Y | -12.5% | +46.1% | -58.6% | -25.7% |
| 10Y | +74.3% | +181.5% | -107.3% | +45.3% |
| All | +74.3% | +176.3% | -102.0% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling