+49.0%
XEL vs COMP
-10.9%
+59.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +8.3% | +16.6% | -8.3% | +7.6% |
| 3M | +4.2% | -23.5% | +27.7% | +5.0% |
| 6M | +3.7% | +25.7% | -22.0% | +2.5% |
| YTD | +13.1% | -3.4% | +16.5% | +12.3% |
| 1Y | +5.0% | +7.6% | -2.6% | +3.8% |
| 3Y | +55.0% | +423.6% | -368.6% | +41.3% |
| All | +49.0% | -10.9% | +59.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling