+181.7%
XEL vs RF
+251.2%
-69.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +8.7% | +7.0% | +1.6% | +7.7% |
| 3M | +3.5% | -7.0% | +10.5% | +4.5% |
| 6M | +2.6% | +6.8% | -4.2% | +1.6% |
| YTD | +11.1% | +9.9% | +1.1% | +9.4% |
| 1Y | +2.2% | +21.1% | -19.0% | -0.8% |
| 3Y | +51.1% | +119.6% | -68.5% | +34.1% |
| 5Y | +48.0% | +46.2% | +1.8% | +36.8% |
| All | +181.7% | +251.2% | -69.4% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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