+49.0%
XEL vs RF
+47.5%
+1.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +2.4% | +1.9% | +0.5% | +2.2% |
| 30D | +8.3% | +7.3% | +1.0% | +7.3% |
| 3M | +4.2% | -7.9% | +12.1% | +5.3% |
| 6M | +3.7% | +10.5% | -6.8% | +2.3% |
| YTD | +13.1% | +9.6% | +3.4% | +11.3% |
| 1Y | +5.0% | +20.3% | -15.3% | +2.0% |
| 3Y | +55.0% | +119.5% | -64.6% | +36.7% |
| All | +49.0% | +47.5% | +1.6% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling