+147.5%
XEL vs EW
+126.7%
+20.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.2% | -3.4% | +2.1% | -0.7% |
| 30D | -2.9% | -7.4% | +4.5% | -1.7% |
| 3M | -2.7% | +0.9% | -3.6% | -3.0% |
| 6M | -6.5% | +1.2% | -7.7% | -7.0% |
| YTD | +3.6% | +1.8% | +1.8% | +2.9% |
| 1Y | +7.5% | +10.8% | -3.3% | +5.1% |
| 3Y | +46.3% | +17.1% | +29.2% | +37.6% |
| 5Y | +30.5% | -28.2% | +58.8% | +33.1% |
| All | +147.5% | +126.7% | +20.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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