+32.0%
XEL vs NRG
+194.8%
-162.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.3% | -4.7% | +4.4% | +0.1% |
| 30D | -3.9% | -6.0% | +2.0% | -3.5% |
| 3M | -2.8% | -8.0% | +5.1% | -2.5% |
| 6M | -5.4% | -23.2% | +17.8% | -3.6% |
| YTD | +3.8% | -28.1% | +31.8% | +6.2% |
| 1Y | +6.8% | -27.3% | +34.1% | +8.9% |
| 3Y | +45.6% | +208.7% | -163.1% | +10.7% |
| All | +32.0% | +194.8% | -162.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling