+147.8%
XEL vs ETR
+296.9%
-149.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.3% | -1.8% | +1.5% | +1.0% |
| 30D | -3.9% | -1.8% | -2.2% | -2.8% |
| 3M | -2.8% | -3.6% | +0.8% | -0.4% |
| 6M | -5.4% | +2.6% | -8.0% | -7.3% |
| YTD | +3.8% | +16.0% | -12.3% | -6.6% |
| 1Y | +6.8% | +20.1% | -13.3% | -6.2% |
| 3Y | +45.6% | +143.6% | -98.0% | -24.1% |
| 5Y | +30.7% | +124.4% | -93.7% | -28.4% |
| All | +147.8% | +296.9% | -149.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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