+640.2%
XEL vs BG
+1,192.5%
-552.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | -2.9% | +12.3% | -15.2% | -4.6% |
| 3M | -2.7% | -2.2% | -0.5% | -2.6% |
| 6M | -6.5% | +5.3% | -11.8% | -7.6% |
| YTD | +3.6% | +42.4% | -38.8% | -2.3% |
| 1Y | +7.5% | +55.2% | -47.7% | -0.2% |
| 3Y | +46.3% | +21.0% | +25.4% | +39.8% |
| 5Y | +30.5% | +87.1% | -56.6% | +14.8% |
| 10Y | +151.4% | +169.8% | -18.4% | +99.8% |
| All | +640.2% | +1,192.5% | -552.3% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling