+527.7%
XEL vs BR
+1,281.7%
-754.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.9% | -5.0% | +5.9% | +2.3% |
| 30D | -0.9% | -2.5% | +1.6% | -0.3% |
| 3M | -1.4% | +13.5% | -14.9% | -5.3% |
| 6M | -5.8% | -9.4% | +3.6% | -4.0% |
| YTD | +4.7% | -23.3% | +28.0% | +11.6% |
| 1Y | +9.1% | -31.6% | +40.7% | +20.1% |
| 3Y | +47.8% | -5.1% | +52.9% | +46.4% |
| 5Y | +29.0% | +8.2% | +20.8% | +21.2% |
| 10Y | +154.0% | +189.8% | -35.8% | +76.0% |
| All | +527.7% | +1,281.7% | -754.0% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling