+28.7%
XEL vs BTDR
+15.3%
+13.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -2.9% | +32.7% | -35.6% | -3.0% |
| 3M | -2.7% | -28.4% | +25.7% | -2.7% |
| 6M | -6.5% | +51.7% | -58.2% | -7.0% |
| YTD | +3.6% | +2.9% | +0.8% | +3.3% |
| 1Y | +7.5% | -15.5% | +23.0% | +7.2% |
| 3Y | +46.3% | 0.0% | +46.3% | +43.9% |
| 5Y | +30.5% | +16.5% | +14.1% | +30.5% |
| All | +28.7% | +15.3% | +13.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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