+49.2%
XEL vs ALL
+150.3%
-101.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.8% |
| 30D | -1.5% | -4.7% | +3.2% | -0.2% |
| 3M | -0.2% | +18.4% | -18.6% | -5.7% |
| 6M | -5.4% | +20.5% | -25.9% | -11.3% |
| YTD | +5.6% | +23.5% | -17.9% | -2.0% |
| 1Y | +10.5% | +29.0% | -18.5% | +0.6% |
| 3Y | +49.2% | +153.7% | -104.5% | -0.6% |
| All | +49.2% | +150.3% | -101.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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