+18.8%
JPM vs XEL
+7.7%
+11.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | +14.1% | -2.8% | +17.0% | +14.4% |
| 6M | +25.1% | -5.4% | +30.5% | +25.4% |
| YTD | +12.1% | +3.8% | +8.4% | +11.7% |
| 1Y | +18.8% | +6.8% | +12.0% | +18.4% |
| All | +18.8% | +7.7% | +11.1% | +18.4% |
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