+512.3%
F vs XEL
+2,071.3%
-1,559.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | +2.9% | +8.7% | -5.8% | -0.1% |
| 3M | -9.5% | +3.5% | -13.0% | -10.7% |
| 6M | +4.0% | +2.6% | +1.5% | +2.8% |
| YTD | -1.3% | +11.1% | -12.3% | -5.5% |
| 1Y | -1.9% | +2.2% | -4.1% | -3.3% |
| 3Y | +53.5% | +51.1% | +2.4% | +29.6% |
| 5Y | -15.1% | +48.0% | -63.2% | -28.0% |
| 10Y | +81.0% | +175.3% | -94.3% | +20.0% |
| All | +512.3% | +2,071.3% | -1,559.0% | +62.6% |
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