+1,076.2%
XEL vs EW
+6,974.1%
-5,897.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -1.9% | +1.0% | -3.0% | -2.1% |
| 3M | -1.9% | +2.8% | -4.7% | -2.4% |
| 6M | -7.4% | +5.5% | -12.9% | -8.4% |
| YTD | +4.1% | +5.5% | -1.4% | +2.9% |
| 1Y | +8.0% | +11.0% | -3.0% | +5.9% |
| 3Y | +48.4% | +17.7% | +30.7% | +41.1% |
| 5Y | +27.2% | -25.7% | +53.0% | +28.0% |
| 10Y | +146.8% | +132.8% | +14.0% | +105.5% |
| All | +1,076.2% | +6,974.1% | -5,897.9% | +503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling