+147.8%
XEL vs M
-3.0%
+150.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -0.2% |
| 7D | -0.3% | -4.2% | +3.9% | -0.1% |
| 30D | -3.9% | -7.2% | +3.2% | -3.7% |
| 3M | -2.8% | -11.1% | +8.3% | -2.4% |
| 6M | -5.4% | +28.8% | -34.2% | -6.5% |
| YTD | +3.8% | +2.0% | +1.7% | +3.4% |
| 1Y | +6.8% | +31.3% | -24.4% | +5.2% |
| 3Y | +45.6% | +119.1% | -73.5% | +39.1% |
| 5Y | +30.7% | +29.7% | +1.0% | +25.2% |
| All | +147.8% | -3.0% | +150.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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