+115.1%
NOK vs XEL
+29.8%
+85.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -0.3% | +11.3% | +11.0% |
| 30D | +7.8% | -3.9% | +11.8% | +8.7% |
| 3M | -21.0% | -2.8% | -18.2% | -20.7% |
| 6M | +40.9% | -5.4% | +46.3% | +42.0% |
| YTD | +72.0% | +3.8% | +68.3% | +69.6% |
| 1Y | +140.9% | +6.8% | +134.1% | +134.9% |
| 3Y | +194.3% | +45.6% | +148.7% | +159.6% |
| All | +115.1% | +29.8% | +85.3% | +99.4% |
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 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