+1,920.9%
XEL vs ETR
+4,465.2%
-2,544.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +0.5% |
| 30D | -1.5% | +1.9% | -3.4% | -2.5% |
| 3M | -0.2% | +1.0% | -1.2% | -0.8% |
| 6M | -5.4% | +4.8% | -10.3% | -8.1% |
| YTD | +5.6% | +19.5% | -13.9% | -4.9% |
| 1Y | +10.5% | +28.1% | -17.7% | -4.6% |
| 3Y | +49.2% | +151.1% | -102.0% | -14.0% |
| 5Y | +30.1% | +125.2% | -95.0% | -20.4% |
| 10Y | +146.7% | +291.1% | -144.5% | +9.7% |
| All | +1,920.9% | +4,465.2% | -2,544.4% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling