+147.8%
XEL vs DE
+863.9%
-716.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | -3.9% | +9.0% | -13.0% | -5.6% |
| 3M | -2.8% | +19.1% | -22.0% | -6.2% |
| 6M | -5.4% | +14.4% | -19.8% | -8.2% |
| YTD | +3.8% | +45.9% | -42.2% | -4.1% |
| 1Y | +6.8% | +43.6% | -36.8% | -1.1% |
| 3Y | +45.6% | +75.9% | -30.3% | +28.1% |
| 5Y | +30.7% | +98.8% | -68.1% | +10.3% |
| All | +147.8% | +863.9% | -716.1% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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