+302.3%
NEM vs XEL
+151.6%
+150.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +7.8% | -3.9% | +11.8% | +9.4% |
| 3M | +30.2% | -2.8% | +33.0% | +31.3% |
| 6M | +9.6% | -5.4% | +15.0% | +11.6% |
| YTD | +27.8% | +3.8% | +24.1% | +25.6% |
| 1Y | +60.7% | +6.8% | +53.9% | +55.7% |
| 3Y | +245.3% | +45.6% | +199.7% | +192.6% |
| 5Y | +155.3% | +30.7% | +124.6% | +124.8% |
| All | +302.3% | +151.6% | +150.7% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling