+219.6%
XEL vs P
+469.1%
-249.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.9% |
| 7D | -0.2% | -23.8% | +23.6% | +0.3% |
| 30D | +10.0% | -36.6% | +46.6% | +10.9% |
| 3M | +4.3% | +10.9% | -6.5% | +3.9% |
| 6M | +0.5% | +30.0% | -29.5% | -0.5% |
| YTD | +10.4% | +44.4% | -34.0% | +8.9% |
| 1Y | +2.0% | +3.9% | -1.9% | +1.3% |
| 3Y | +45.6% | +176.6% | -131.0% | +37.2% |
| 5Y | +46.6% | +249.3% | -202.6% | +34.5% |
| 10Y | +168.3% | +726.9% | -558.6% | +126.7% |
| All | +219.6% | +469.1% | -249.5% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling