+29.0%
XEL vs EXPE
+89.3%
-60.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +0.9% | -11.5% | +12.4% | +1.2% |
| 30D | -0.9% | -13.1% | +12.2% | -0.5% |
| 3M | -1.4% | +18.1% | -19.6% | -1.9% |
| 6M | -5.8% | +13.3% | -19.1% | -6.2% |
| YTD | +4.7% | -3.2% | +7.9% | +4.7% |
| 1Y | +9.1% | +26.1% | -17.1% | +7.6% |
| 3Y | +47.8% | +151.7% | -103.9% | +39.4% |
| 5Y | +29.0% | +88.3% | -59.3% | +19.3% |
| All | +29.0% | +89.3% | -60.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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