+147.8%
XEL vs EL
+26.1%
+121.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.3% | -6.5% | +6.2% | +0.6% |
| 30D | -3.9% | +11.1% | -15.1% | -5.5% |
| 3M | -2.8% | +10.7% | -13.5% | -4.4% |
| 6M | -5.4% | +6.9% | -12.3% | -6.9% |
| YTD | +3.8% | -6.3% | +10.0% | +3.4% |
| 1Y | +6.8% | +13.5% | -6.6% | +3.0% |
| 3Y | +45.6% | -33.1% | +78.7% | +49.9% |
| 5Y | +30.7% | -68.8% | +99.4% | +57.4% |
| All | +147.8% | +26.1% | +121.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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