+747.5%
XEL vs ET
+1,447.8%
-700.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | -0.9% | +5.3% | -6.2% | -1.3% |
| 3M | -1.4% | +15.6% | -17.1% | -2.7% |
| 6M | -5.8% | +20.6% | -26.4% | -7.4% |
| YTD | +4.7% | +38.5% | -33.8% | +1.7% |
| 1Y | +9.1% | +35.7% | -26.7% | +6.1% |
| 3Y | +47.8% | +98.4% | -50.5% | +39.0% |
| 5Y | +29.0% | +245.3% | -216.3% | +15.4% |
| 10Y | +154.0% | +173.7% | -19.7% | +123.9% |
| All | +747.5% | +1,447.8% | -700.4% | +328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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