+45.6%
XEL vs BG
+18.0%
+27.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -0.3% | +3.1% | -3.4% | -0.6% |
| 30D | -3.9% | +10.2% | -14.2% | -4.9% |
| 3M | -2.8% | -1.7% | -1.1% | -2.7% |
| 6M | -5.4% | +1.0% | -6.4% | -5.7% |
| YTD | +3.8% | +39.9% | -36.2% | -0.4% |
| 1Y | +6.8% | +53.2% | -46.4% | +1.3% |
| 3Y | +45.6% | +16.3% | +29.3% | +44.3% |
| All | +45.6% | +18.0% | +27.6% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling