+49.0%
XEL vs BEN
+28.2%
+20.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.4% | +6.8% | -4.4% | +1.4% |
| 30D | +8.3% | +18.0% | -9.7% | +5.5% |
| 3M | +4.2% | +7.5% | -3.3% | +2.9% |
| 6M | +3.7% | +14.7% | -11.0% | +1.2% |
| YTD | +13.1% | +56.1% | -43.0% | +4.3% |
| 1Y | +5.0% | +69.6% | -64.6% | -4.6% |
| 3Y | +55.0% | +87.7% | -32.7% | +35.3% |
| All | +49.0% | +28.2% | +20.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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