+49.2%
XEL vs M
+120.4%
-71.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.6% |
| 7D | +1.3% | +2.4% | -1.1% | +1.2% |
| 30D | -1.5% | -11.6% | +10.1% | -1.0% |
| 3M | -0.2% | +1.6% | -1.8% | -0.3% |
| 6M | -5.4% | +25.2% | -30.7% | -6.6% |
| YTD | +5.6% | +3.8% | +1.9% | +5.2% |
| 1Y | +10.5% | +36.3% | -25.9% | +8.0% |
| 3Y | +49.2% | +116.3% | -67.2% | +36.1% |
| All | +49.2% | +120.4% | -71.3% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling