+5.0%
XEL vs EW
+25.9%
-20.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | +0.1% |
| 7D | +2.4% | +4.9% | -2.5% | +2.3% |
| 30D | +8.3% | +23.9% | -15.7% | +7.8% |
| 3M | +4.2% | +15.8% | -11.6% | +3.7% |
| 6M | +3.7% | +31.7% | -27.9% | +3.6% |
| YTD | +13.1% | +25.7% | -12.6% | +13.4% |
| 1Y | +5.0% | +24.4% | -19.4% | +5.6% |
| All | +5.0% | +25.9% | -20.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling