+154.6%
JPM vs XEL
+27.8%
+126.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -2.3% | -2.9% | +0.6% | -1.7% |
| 3M | +14.9% | -2.7% | +17.6% | +15.5% |
| 6M | +23.6% | -6.5% | +30.2% | +25.2% |
| YTD | +11.3% | +3.6% | +7.7% | +9.9% |
| 1Y | +19.9% | +7.5% | +12.4% | +17.1% |
| 3Y | +162.6% | +46.3% | +116.3% | +136.7% |
| 5Y | +154.6% | +30.5% | +124.1% | +138.8% |
| All | +154.6% | +27.8% | +126.9% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling