+46.2%
MSFT vs XEL
+53.0%
-6.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -1.3% | +2.4% | -3.7% | -1.0% |
| 30D | -1.8% | +8.3% | -10.1% | -1.0% |
| 3M | +5.6% | +4.2% | +1.5% | +6.1% |
| 6M | +29.8% | +3.7% | +26.1% | +30.5% |
| YTD | +9.0% | +13.1% | -4.0% | +10.1% |
| 1Y | +4.9% | +5.0% | -0.1% | +5.7% |
| 3Y | +46.2% | +55.0% | -8.7% | +51.3% |
| All | +46.2% | +53.0% | -6.8% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling