+830.0%
XEL vs EXPE
+723.5%
+106.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +8.3% | -6.1% | +14.4% | +8.7% |
| 3M | +4.2% | -21.3% | +25.5% | +6.1% |
| 6M | +3.7% | +19.0% | -15.3% | +1.5% |
| YTD | +13.1% | -8.4% | +21.5% | +12.6% |
| 1Y | +5.0% | -2.8% | +7.8% | +3.8% |
| 3Y | +55.0% | +120.8% | -65.8% | +38.1% |
| 5Y | +51.8% | +46.2% | +5.6% | +38.0% |
| 10Y | +185.6% | +123.8% | +61.8% | +133.0% |
| All | +830.0% | +723.5% | +106.5% | +462.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling