+201.4%
XEL vs P
+485.4%
-284.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.0% | +6.5% | -7.5% | -1.1% |
| 30D | -1.9% | +18.8% | -20.7% | -2.3% |
| 3M | -1.9% | +26.7% | -28.6% | -2.5% |
| 6M | -7.4% | +62.2% | -69.6% | -8.6% |
| YTD | +4.1% | +48.5% | -44.4% | +2.9% |
| 1Y | +8.0% | +26.4% | -18.3% | +7.0% |
| 3Y | +48.4% | +159.4% | -111.0% | +40.9% |
| 5Y | +27.2% | +275.8% | -248.6% | +16.5% |
| 10Y | +146.8% | +732.0% | -585.2% | +108.8% |
| All | +201.4% | +485.4% | -284.0% | +157.3% |
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