+11,024.8%
JPM vs XEL
+1,965.5%
+9,059.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -2.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | -1.1% | -1.5% | +0.4% | -0.6% |
| 3M | +14.1% | -0.2% | +14.3% | +14.0% |
| 6M | +23.3% | -5.4% | +28.7% | +25.5% |
| YTD | +11.3% | +5.6% | +5.6% | +8.1% |
| 1Y | +23.0% | +10.5% | +12.5% | +17.0% |
| 3Y | +162.6% | +49.2% | +113.4% | +116.9% |
| 5Y | +152.8% | +30.1% | +122.7% | +117.8% |
| 10Y | +583.6% | +146.7% | +437.0% | +340.9% |
| All | +11,024.8% | +1,965.5% | +9,059.3% | +2,741.2% |
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