+30.5%
XEL vs ETR
+123.0%
-92.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.2% |
| 7D | -1.2% | -1.9% | +0.7% | 0.0% |
| 30D | -2.9% | -0.2% | -2.7% | -2.8% |
| 3M | -2.7% | -3.7% | +1.0% | -0.3% |
| 6M | -6.5% | +2.1% | -8.6% | -7.9% |
| YTD | +3.6% | +16.5% | -12.8% | -6.3% |
| 1Y | +7.5% | +22.5% | -15.0% | -6.0% |
| 3Y | +46.3% | +144.7% | -98.3% | -23.3% |
| 5Y | +30.5% | +125.2% | -94.7% | -28.6% |
| All | +30.5% | +123.0% | -92.5% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling