+11.9%
U vs XEL
+47.8%
-35.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | +49.6% | -1.4% | +51.0% | +49.4% |
| 6M | +100.2% | -5.8% | +106.0% | +100.1% |
| YTD | -3.7% | +4.7% | -8.4% | -4.8% |
| 1Y | -6.5% | +9.1% | -15.6% | -8.9% |
| All | +11.9% | +47.8% | -35.9% | 0.0% |
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 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