+1,884.6%
XEL vs NTRS
+7,800.3%
-5,915.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -3.9% | -0.7% | -3.3% | -3.9% |
| 3M | -2.8% | +11.3% | -14.1% | -4.9% |
| 6M | -5.4% | +35.5% | -40.9% | -11.1% |
| YTD | +3.8% | +40.6% | -36.8% | -3.5% |
| 1Y | +6.8% | +49.2% | -42.4% | -1.9% |
| 3Y | +45.6% | +167.2% | -121.6% | +17.7% |
| 5Y | +30.7% | +94.9% | -64.2% | +10.5% |
| 10Y | +151.7% | +259.5% | -107.8% | +81.4% |
| All | +1,884.6% | +7,800.3% | -5,915.7% | +688.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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