+32.0%
XEL vs EOG
+169.9%
-137.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | -3.9% | +2.9% | -6.9% | -4.2% |
| 3M | -2.8% | +8.7% | -11.5% | -3.5% |
| 6M | -5.4% | +12.9% | -18.3% | -6.5% |
| YTD | +3.8% | +43.8% | -40.1% | +0.6% |
| 1Y | +6.8% | +27.1% | -20.2% | +4.5% |
| 3Y | +45.6% | +25.9% | +19.7% | +41.6% |
| All | +32.0% | +169.9% | -137.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 5y: compounded portfolio wealth divided by compounded EOG 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…
5y analysis · Full analysis span regression · 6 months rolling