+57.7%
GEV vs XEL
+7.2%
+50.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +3.3% | -1.0% | +4.2% | +3.2% |
| 30D | -7.5% | -1.9% | -5.5% | -7.6% |
| 3M | -2.2% | -1.9% | -0.3% | -2.7% |
| 6M | +12.1% | -7.4% | +19.5% | +11.3% |
| YTD | +44.4% | +4.1% | +40.3% | +45.7% |
| 1Y | +57.7% | +8.0% | +49.6% | +59.7% |
| All | +57.7% | +7.2% | +50.5% | +59.7% |
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