+1,842.6%
UMC vs XEL
+151.6%
+1,691.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -0.3% | +9.3% | +9.0% |
| 30D | +17.2% | -3.9% | +21.2% | +17.7% |
| 3M | +11.4% | -2.8% | +14.2% | +11.6% |
| 6M | +137.5% | -5.4% | +142.9% | +138.3% |
| YTD | +193.1% | +3.8% | +189.4% | +191.3% |
| 1Y | +240.3% | +6.8% | +233.5% | +237.0% |
| 3Y | +262.2% | +45.6% | +216.6% | +245.2% |
| 5Y | +143.1% | +30.7% | +112.4% | +135.0% |
| All | +1,842.6% | +151.6% | +1,691.0% | +1,751.9% |
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