+1,920.9%
XEL vs EFX
+6,208.6%
-4,287.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.1% |
| 7D | +1.3% | -7.8% | +9.1% | +2.8% |
| 30D | -1.5% | -5.7% | +4.2% | -0.6% |
| 3M | -0.2% | +2.5% | -2.7% | -1.1% |
| 6M | -5.4% | -16.7% | +11.2% | -3.0% |
| YTD | +5.6% | -20.2% | +25.8% | +8.7% |
| 1Y | +10.5% | -31.4% | +41.8% | +16.6% |
| 3Y | +49.2% | -10.5% | +59.7% | +47.2% |
| 5Y | +30.1% | -35.2% | +65.3% | +34.0% |
| 10Y | +146.7% | +40.2% | +106.5% | +114.9% |
| All | +1,920.9% | +6,208.6% | -4,287.8% | +989.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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