+72.3%
MSFT vs XEL
+29.4%
+42.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | +22.1% | -1.4% | +23.5% | +22.2% |
| 6M | +20.6% | -5.8% | +26.4% | +21.3% |
| YTD | +2.3% | +4.7% | -2.4% | +0.9% |
| 1Y | -0.5% | +9.1% | -9.6% | -2.8% |
| 3Y | +50.5% | +47.8% | +2.7% | +34.4% |
| 5Y | +72.3% | +29.0% | +43.3% | +65.6% |
| All | +72.3% | +29.4% | +42.9% | +65.6% |
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