+188.0%
XEL vs P
+652.0%
-464.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.2% |
| 7D | +2.4% | +11.6% | -9.2% | +2.2% |
| 30D | +8.3% | -23.7% | +32.0% | +8.8% |
| 3M | +4.2% | -8.0% | +12.1% | +4.1% |
| 6M | +3.7% | +27.9% | -24.2% | +2.7% |
| YTD | +13.1% | +61.2% | -48.1% | +11.1% |
| 1Y | +5.0% | +28.6% | -23.6% | +3.7% |
| 3Y | +55.0% | +200.5% | -145.5% | +44.7% |
| 5Y | +51.8% | +282.9% | -231.1% | +37.0% |
| All | +188.0% | +652.0% | -464.0% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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