+61.1%
VZ vs XEL
+147.3%
-86.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | +7.1% | -1.5% | +8.6% | +7.7% |
| 3M | +12.8% | -0.2% | +13.0% | +12.9% |
| 6M | +1.8% | -5.4% | +7.2% | +3.9% |
| YTD | +30.0% | +5.6% | +24.3% | +26.9% |
| 1Y | +24.3% | +10.5% | +13.9% | +18.8% |
| 3Y | +84.3% | +49.2% | +35.1% | +54.8% |
| 5Y | +25.9% | +30.1% | -4.2% | +10.9% |
| 10Y | +61.1% | +146.7% | -85.6% | +8.3% |
| All | +61.1% | +147.3% | -86.2% | +8.3% |
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