+91.7%
USB vs XEL
+166.8%
-75.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +5.8% | +10.0% | -4.2% | +2.1% |
| 3M | -6.0% | +4.3% | -10.3% | -7.6% |
| 6M | +7.8% | +0.5% | +7.3% | +7.3% |
| YTD | +14.6% | +10.4% | +4.2% | +9.5% |
| 1Y | +31.8% | +2.0% | +29.8% | +29.7% |
| 3Y | +91.5% | +45.6% | +46.0% | +60.7% |
| 5Y | +22.0% | +46.6% | -24.6% | +0.4% |
| All | +91.7% | +166.8% | -75.1% | +65.1% |
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