+1,745.6%
XEL vs M
+442.1%
+1,303.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | 0.0% |
| 7D | +1.1% | +2.5% | -1.5% | +0.8% |
| 30D | +8.7% | +10.1% | -1.4% | +7.7% |
| 3M | +3.5% | -0.9% | +4.4% | +3.4% |
| 6M | +2.6% | +30.2% | -27.6% | -0.1% |
| YTD | +11.1% | +16.3% | -5.2% | +8.9% |
| 1Y | +2.2% | +27.0% | -24.8% | -0.6% |
| 3Y | +51.1% | +154.5% | -103.4% | +35.6% |
| 5Y | +48.0% | -1.1% | +49.1% | +40.0% |
| 10Y | +175.3% | +0.5% | +174.8% | +136.5% |
| All | +1,745.6% | +442.1% | +1,303.6% | +1,120.4% |
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