-3.5%
F vs XEL
+2.1%
-5.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | +1.7% | -2.0% | -0.5% |
| 30D | +0.9% | +8.6% | -7.7% | -0.2% |
| 3M | -11.3% | +5.1% | -16.4% | -12.2% |
| 6M | +2.0% | +2.5% | -0.5% | +1.3% |
| YTD | -3.2% | +11.0% | -14.1% | -4.2% |
| 1Y | -3.5% | +2.7% | -6.2% | -3.0% |
| All | -3.5% | +2.1% | -5.5% | -3.0% |
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 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