+1,890.4%
XEL vs ES
+1,243.3%
+647.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.9% | -2.0% | 0.0% | -0.9% |
| 3M | -1.9% | +1.7% | -3.6% | -2.8% |
| 6M | -7.4% | -3.5% | -3.9% | -5.8% |
| YTD | +4.1% | +7.9% | -3.9% | -0.2% |
| 1Y | +8.0% | +17.2% | -9.1% | -1.5% |
| 3Y | +48.4% | +29.3% | +19.1% | +26.3% |
| 5Y | +27.2% | -5.7% | +33.0% | +27.9% |
| 10Y | +146.8% | +85.2% | +61.6% | +82.8% |
| All | +1,890.4% | +1,243.3% | +647.1% | +619.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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