+147.8%
XEL vs BR
+189.7%
-41.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.6% |
| 30D | -3.9% | -0.3% | -3.7% | -4.0% |
| 3M | -2.8% | +17.3% | -20.1% | -7.8% |
| 6M | -5.4% | -6.7% | +1.3% | -4.1% |
| YTD | +3.8% | -23.4% | +27.2% | +11.8% |
| 1Y | +6.8% | -32.7% | +39.5% | +20.1% |
| 3Y | +45.6% | -5.9% | +51.5% | +44.1% |
| 5Y | +30.7% | +8.4% | +22.3% | +20.8% |
| All | +147.8% | +189.7% | -41.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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