-22.7%
U vs XEL
+44.1%
-66.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +2.6% | +2.4% | +0.1% | +2.4% |
| 30D | +27.6% | +8.3% | +19.3% | +26.7% |
| 3M | +15.3% | +4.2% | +11.2% | +14.9% |
| 6M | +96.4% | +3.7% | +92.7% | +95.5% |
| YTD | +19.6% | +13.1% | +6.5% | +17.1% |
| 1Y | +42.1% | +5.0% | +37.1% | +40.9% |
| 3Y | +87.5% | +55.0% | +32.6% | +70.3% |
| 5Y | -73.1% | +51.8% | -125.0% | -74.0% |
| All | -22.7% | +44.1% | -66.8% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling