+181.5%
XEL vs D
+44.7%
+136.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +0.1% |
| 30D | +8.6% | +10.9% | -2.3% | +1.2% |
| 3M | +5.1% | +2.8% | +2.2% | +3.0% |
| 6M | +2.5% | +12.7% | -10.2% | -5.9% |
| YTD | +11.0% | +20.3% | -9.3% | -2.6% |
| 1Y | +2.7% | +17.1% | -14.4% | -8.3% |
| 3Y | +49.7% | +75.1% | -25.4% | -0.6% |
| 5Y | +46.1% | +13.1% | +33.0% | +31.2% |
| 10Y | +181.5% | +48.3% | +133.3% | +100.1% |
| All | +181.5% | +44.7% | +136.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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