+275.3%
UMC vs XEL
+703.3%
-428.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +13.6% | +0.9% | +12.7% | +13.3% |
| 30D | +20.8% | -0.9% | +21.6% | +21.0% |
| 3M | +16.1% | -1.4% | +17.6% | +16.4% |
| 6M | +137.3% | -5.8% | +143.1% | +140.4% |
| YTD | +193.8% | +4.7% | +189.1% | +187.3% |
| 1Y | +236.1% | +9.1% | +227.0% | +223.5% |
| 3Y | +267.1% | +47.8% | +219.3% | +211.6% |
| 5Y | +145.3% | +29.0% | +116.3% | +114.9% |
| 10Y | +1,857.3% | +154.0% | +1,703.3% | +1,138.6% |
| All | +275.3% | +703.3% | -428.0% | +52.0% |
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 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