+25.1%
USB vs XEL
+47.4%
-22.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +6.4% | +8.6% | -2.2% | +3.9% |
| 3M | -4.5% | +5.1% | -9.5% | -5.9% |
| 6M | +11.4% | +2.5% | +8.9% | +10.4% |
| YTD | +17.1% | +11.0% | +6.1% | +12.9% |
| 1Y | +32.6% | +2.7% | +29.8% | +30.8% |
| 3Y | +101.8% | +49.7% | +52.1% | +74.1% |
| 5Y | +25.1% | +46.1% | -21.0% | +6.9% |
| All | +25.1% | +47.4% | -22.3% | +6.9% |
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 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