+71.7%
TER vs XEL
+51.5%
+20.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +2.4% | +11.9% | +14.1% |
| 30D | -30.6% | +8.3% | -38.9% | -31.3% |
| 3M | -39.2% | +4.2% | -43.4% | -39.5% |
| 6M | -31.3% | +3.7% | -35.0% | -31.7% |
| YTD | +29.1% | +13.1% | +16.0% | +27.0% |
| 1Y | +47.4% | +5.0% | +42.4% | +46.1% |
| 3Y | +191.2% | +55.0% | +136.3% | +171.4% |
| All | +71.7% | +51.5% | +20.2% | +66.2% |
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