+62.5%
VUG vs XEL
+51.5%
+11.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.2% |
| 30D | -6.3% | +8.3% | -14.6% | -7.4% |
| 3M | -6.0% | +4.2% | -10.2% | -6.6% |
| 6M | -3.5% | +3.7% | -7.3% | -4.2% |
| YTD | +3.9% | +13.1% | -9.1% | +1.4% |
| 1Y | +5.1% | +5.0% | +0.1% | +4.0% |
| 3Y | +77.9% | +55.0% | +22.9% | +59.7% |
| All | +62.5% | +51.5% | +11.0% | +50.7% |
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