+2,011.1%
XEL vs RF
+1,423.8%
+587.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +10.0% | +6.0% | +4.0% | +9.3% |
| 3M | +4.3% | -8.9% | +13.2% | +5.4% |
| 6M | +0.5% | +2.3% | -1.9% | +0.1% |
| YTD | +10.4% | +7.6% | +2.8% | +9.3% |
| 1Y | +2.0% | +21.2% | -19.2% | -0.4% |
| 3Y | +45.6% | +108.5% | -63.0% | +33.2% |
| 5Y | +46.6% | +43.2% | +3.4% | +38.1% |
| 10Y | +168.3% | +288.1% | -119.8% | +118.6% |
| All | +2,011.1% | +1,423.8% | +587.3% | +1,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling