+147.8%
XEL vs NRG
+1,083.9%
-936.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.3% | -4.7% | +4.4% | +0.4% |
| 30D | -3.9% | -6.0% | +2.0% | -3.2% |
| 3M | -2.8% | -8.0% | +5.1% | -2.2% |
| 6M | -5.4% | -23.2% | +17.8% | -2.6% |
| YTD | +3.8% | -28.1% | +31.8% | +7.6% |
| 1Y | +6.8% | -27.3% | +34.1% | +10.1% |
| 3Y | +45.6% | +208.7% | -163.1% | +7.2% |
| 5Y | +30.7% | +197.7% | -167.0% | -4.7% |
| All | +147.8% | +1,083.9% | -936.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling