+1,920.9%
XEL vs EAT
+11,250.4%
-9,329.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.8% |
| 7D | +1.3% | -4.9% | +6.2% | +1.7% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -0.2% | +52.2% | -52.5% | -4.0% |
| 6M | -5.4% | +65.0% | -70.5% | -10.0% |
| YTD | +5.6% | +55.0% | -49.4% | +0.9% |
| 1Y | +10.5% | +42.1% | -31.6% | +6.0% |
| 3Y | +49.2% | +614.7% | -565.5% | +21.5% |
| 5Y | +30.1% | +322.7% | -292.6% | +8.5% |
| 10Y | +146.7% | +382.0% | -235.4% | +87.0% |
| All | +1,920.9% | +11,250.4% | -9,329.5% | +924.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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