-39.0%
U vs XEL
+32.6%
-71.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.8% | -1.0% | -2.9% | -3.7% |
| 30D | +17.5% | -1.9% | +19.4% | +17.7% |
| 3M | +38.7% | -1.9% | +40.6% | +38.8% |
| 6M | +104.4% | -7.4% | +111.9% | +105.6% |
| YTD | -5.7% | +4.1% | -9.7% | -6.9% |
| 1Y | +3.7% | +8.0% | -4.4% | +1.2% |
| 3Y | +12.3% | +48.4% | -36.1% | +2.0% |
| 5Y | -68.8% | +27.2% | -96.1% | -70.2% |
| All | -39.0% | +32.6% | -71.7% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling