+808.2%
XEL vs BB
+266.8%
+541.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.5% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -1.5% | -12.4% | +10.8% | -1.1% |
| 3M | -0.2% | -15.3% | +15.1% | +0.1% |
| 6M | -5.4% | +128.8% | -134.2% | -8.9% |
| YTD | +5.6% | +107.7% | -102.0% | +2.1% |
| 1Y | +10.5% | +103.9% | -93.4% | +6.7% |
| 3Y | +49.2% | +72.6% | -23.4% | +43.1% |
| 5Y | +30.1% | -24.3% | +54.4% | +27.3% |
| 10Y | +146.7% | +3.1% | +143.5% | +127.8% |
| All | +808.2% | +266.8% | +541.4% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling