+49.0%
XEL vs BB
-17.6%
+66.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +2.4% | +1.8% | +0.6% | +2.4% |
| 30D | +8.3% | +8.1% | +0.2% | +7.9% |
| 3M | +4.2% | -1.0% | +5.2% | +4.0% |
| 6M | +3.7% | +45.9% | -42.2% | +1.6% |
| YTD | +13.1% | +134.8% | -121.8% | +8.5% |
| 1Y | +5.0% | +104.6% | -99.6% | +1.3% |
| 3Y | +55.0% | +152.8% | -97.9% | +45.4% |
| All | +49.0% | -17.6% | +66.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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