+188.0%
XEL vs D
+48.0%
+140.0%
-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% | -0.1% | 0.0% |
| 7D | +2.4% | -1.4% | +3.8% | +3.4% |
| 30D | +8.3% | +7.7% | +0.6% | +2.9% |
| 3M | +4.2% | -0.3% | +4.4% | +4.2% |
| 6M | +3.7% | +10.1% | -6.3% | -3.2% |
| YTD | +13.1% | +19.1% | -6.0% | -0.1% |
| 1Y | +5.0% | +15.9% | -10.9% | -5.6% |
| 3Y | +55.0% | +75.0% | -20.0% | +2.9% |
| 5Y | +51.8% | +13.4% | +38.4% | +36.0% |
| All | +188.0% | +48.0% | +140.0% | +101.6% |
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