+1,629.2%
XEL vs M
+396.5%
+1,232.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -1.0% | +4.7% | -5.7% | -1.3% |
| 30D | -1.9% | -9.6% | +7.7% | -1.1% |
| 3M | -1.9% | +0.9% | -2.8% | -2.1% |
| 6M | -7.4% | +22.3% | -29.7% | -9.3% |
| YTD | +4.1% | +6.5% | -2.5% | +3.0% |
| 1Y | +8.0% | +38.8% | -30.7% | +4.3% |
| 3Y | +48.4% | +115.9% | -67.5% | +35.1% |
| 5Y | +27.2% | +28.6% | -1.4% | +16.9% |
| 10Y | +146.8% | -2.5% | +149.3% | +112.3% |
| All | +1,629.2% | +396.5% | +1,232.7% | +1,053.4% |
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