+147.8%
XEL vs BRO
+294.2%
-146.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -7.3% | +7.0% | +2.3% |
| 30D | -3.9% | -6.9% | +2.9% | -1.7% |
| 3M | -2.8% | +10.7% | -13.5% | -7.0% |
| 6M | -5.4% | -2.7% | -2.7% | -5.5% |
| YTD | +3.8% | -16.3% | +20.1% | +9.1% |
| 1Y | +6.8% | -29.1% | +35.9% | +19.6% |
| 3Y | +45.6% | -7.8% | +53.4% | +43.4% |
| 5Y | +30.7% | +18.7% | +12.0% | +11.0% |
| All | +147.8% | +294.2% | -146.4% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling