+590.9%
JPM vs XEL
+151.6%
+439.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -2.5% | -3.9% | +1.5% | -1.2% |
| 3M | +14.1% | -2.8% | +17.0% | +15.1% |
| 6M | +25.1% | -5.4% | +30.5% | +27.0% |
| YTD | +12.1% | +3.8% | +8.4% | +10.0% |
| 1Y | +18.8% | +6.8% | +12.0% | +15.1% |
| 3Y | +163.4% | +45.6% | +117.8% | +124.7% |
| 5Y | +156.5% | +30.7% | +125.9% | +125.1% |
| All | +590.9% | +151.6% | +439.3% | +555.0% |
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 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