+34.4%
XEL vs BROS
+35.1%
-0.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | -0.3% | -5.8% | +5.5% | -0.2% |
| 30D | -3.9% | -14.0% | +10.0% | -3.6% |
| 3M | -2.8% | -32.5% | +29.7% | -2.0% |
| 6M | -5.4% | -14.9% | +9.5% | -5.2% |
| YTD | +3.8% | -28.3% | +32.0% | +4.3% |
| 1Y | +6.8% | -34.0% | +40.8% | +7.6% |
| 3Y | +45.6% | +63.0% | -17.4% | +40.5% |
| All | +34.4% | +35.1% | -0.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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