+22.5%
F vs XEL
+9.9%
+12.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.9% |
| 7D | -4.9% | +0.9% | -5.8% | -4.9% |
| 30D | -2.9% | -0.9% | -2.0% | -2.9% |
| 3M | -9.1% | -1.4% | -7.6% | -9.2% |
| 6M | +12.9% | -5.8% | +18.7% | +13.5% |
| YTD | +6.1% | +4.7% | +1.4% | +6.6% |
| 1Y | +22.5% | +9.1% | +13.5% | +23.5% |
| All | +22.5% | +9.9% | +12.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling