+479.7%
NEM vs XEL
+1,947.0%
-1,467.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +3.1% | +0.9% | +2.1% | +2.8% |
| 30D | +10.0% | -0.9% | +10.9% | +10.2% |
| 3M | +30.9% | -1.4% | +32.3% | +31.1% |
| 6M | +10.5% | -5.8% | +16.3% | +11.8% |
| YTD | +29.7% | +4.7% | +25.0% | +28.3% |
| 1Y | +71.1% | +9.1% | +62.1% | +67.5% |
| 3Y | +252.1% | +47.8% | +204.2% | +221.1% |
| 5Y | +157.7% | +29.0% | +128.7% | +141.3% |
| 10Y | +319.4% | +154.0% | +165.4% | +243.6% |
| All | +479.7% | +1,947.0% | -1,467.2% | +299.8% |
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