+46.9%
XEL vs ETR
+148.1%
-101.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -0.9% | +2.0% | -2.9% | -2.0% |
| 3M | -1.4% | -1.7% | +0.3% | -0.4% |
| 6M | -5.8% | +3.6% | -9.4% | -7.7% |
| YTD | +4.7% | +18.0% | -13.3% | -4.7% |
| 1Y | +9.1% | +26.2% | -17.2% | -4.5% |
| All | +46.9% | +148.1% | -101.2% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling