+1,776.2%
XEL vs M
+428.6%
+1,347.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +9.2% | +7.0% | +2.2% | +8.5% |
| 3M | +4.5% | +3.1% | +1.4% | +4.1% |
| 6M | +3.6% | +33.5% | -29.9% | +0.7% |
| YTD | +12.9% | +13.4% | -0.5% | +11.0% |
| 1Y | +4.1% | +22.4% | -18.3% | +1.6% |
| 3Y | +52.3% | +150.9% | -98.6% | +36.8% |
| 5Y | +51.6% | -3.0% | +54.7% | +43.7% |
| 10Y | +185.2% | -9.1% | +194.3% | +147.7% |
| All | +1,776.2% | +428.6% | +1,347.7% | +1,143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling