+77.9%
VUG vs XEL
+53.0%
+24.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.6% |
| 30D | -6.3% | +8.3% | -14.6% | -5.9% |
| 3M | -6.0% | +4.2% | -10.2% | -5.8% |
| 6M | -3.5% | +3.7% | -7.3% | -3.3% |
| YTD | +3.9% | +13.1% | -9.1% | +4.3% |
| 1Y | +5.1% | +5.0% | +0.1% | +5.5% |
| 3Y | +77.9% | +55.0% | +22.9% | +82.2% |
| All | +77.9% | +53.0% | +24.8% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling