+771.8%
XEL vs EFV
+256.4%
+515.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +1.3% | +1.0% | +0.3% | +0.9% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | -0.2% | +9.6% | -9.8% | -4.0% |
| 6M | -5.4% | +14.0% | -19.5% | -10.6% |
| YTD | +5.6% | +18.5% | -12.8% | -1.8% |
| 1Y | +10.5% | +27.9% | -17.4% | -0.6% |
| 3Y | +49.2% | +92.4% | -43.3% | +12.7% |
| 5Y | +30.1% | +97.2% | -67.1% | -3.7% |
| 10Y | +146.7% | +163.0% | -16.3% | +57.5% |
| All | +771.8% | +256.4% | +515.4% | +358.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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