+2.1%
XEL vs BRO
-4.7%
+6.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +1.7% | +9.9% | -8.2% | +1.0% |
| 30D | +10.5% | +22.3% | -11.8% | +9.3% |
| 3M | +4.9% | +5.3% | -0.4% | +4.3% |
| 6M | +0.2% | +30.3% | -30.1% | -1.2% |
| YTD | +11.3% | -5.7% | +17.1% | +11.5% |
| 1Y | +2.1% | -3.5% | +5.5% | +1.8% |
| All | +2.1% | -4.7% | +6.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling