-66.5%
U vs XEL
+29.8%
-96.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | -1.3% | -3.9% | +2.7% | -0.7% |
| 3M | +64.6% | -2.8% | +67.4% | +65.0% |
| 6M | +119.4% | -5.4% | +124.8% | +120.4% |
| YTD | -0.5% | +3.8% | -4.2% | -2.3% |
| 1Y | +1.3% | +6.8% | -5.5% | -1.9% |
| 3Y | +15.6% | +45.6% | -30.0% | +0.5% |
| All | -66.5% | +29.8% | -96.3% | -66.8% |
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