+154.0%
NEM vs XEL
+27.8%
+126.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -3.3% | -1.2% | -2.1% | -2.8% |
| 30D | +7.8% | -2.9% | +10.7% | +9.0% |
| 3M | +36.3% | -2.7% | +39.0% | +37.4% |
| 6M | +6.6% | -6.5% | +13.1% | +9.0% |
| YTD | +27.1% | +3.6% | +23.5% | +25.0% |
| 1Y | +62.3% | +7.5% | +54.8% | +56.8% |
| 3Y | +245.1% | +46.3% | +198.7% | +189.0% |
| 5Y | +154.0% | +30.5% | +123.5% | +127.3% |
| All | +154.0% | +27.8% | +126.2% | +127.3% |
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 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