+1,882.2%
XEL vs NI
+5,096.4%
-3,214.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | -2.9% | -1.4% | -1.5% | -2.1% |
| 3M | -2.7% | -10.6% | +7.9% | +3.5% |
| 6M | -6.5% | -9.9% | +3.4% | -0.9% |
| YTD | +3.6% | +1.2% | +2.5% | +2.9% |
| 1Y | +7.5% | +4.4% | +3.1% | +4.8% |
| 3Y | +46.3% | +68.6% | -22.3% | +8.5% |
| 5Y | +30.5% | +98.0% | -67.5% | -11.3% |
| 10Y | +151.4% | +143.6% | +7.8% | +51.0% |
| All | +1,882.2% | +5,096.4% | -3,214.2% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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