+322.4%
NET vs XEL
+45.8%
+276.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.0% |
| 7D | -16.4% | +4.3% | -20.7% | -15.5% |
| 30D | -25.8% | +12.6% | -38.4% | -23.7% |
| 3M | -11.5% | +4.4% | -15.9% | -10.4% |
| 6M | +18.9% | +0.7% | +18.2% | +19.9% |
| YTD | +35.2% | +11.5% | +23.7% | +38.1% |
| 1Y | +14.5% | +1.7% | +12.7% | +15.8% |
| All | +322.4% | +45.8% | +276.6% | +346.7% |
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