+147.8%
XEL vs BG
+166.7%
-18.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -0.8% |
| 30D | -3.9% | +10.2% | -14.2% | -5.5% |
| 3M | -2.8% | -1.7% | -1.1% | -2.8% |
| 6M | -5.4% | +1.0% | -6.4% | -6.0% |
| YTD | +3.8% | +39.9% | -36.2% | -2.4% |
| 1Y | +6.8% | +53.2% | -46.4% | -1.2% |
| 3Y | +45.6% | +16.3% | +29.3% | +39.8% |
| 5Y | +30.7% | +83.9% | -53.2% | +13.1% |
| All | +147.8% | +166.7% | -18.9% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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