+1,890.4%
XEL vs RF
+1,537.4%
+353.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -1.9% | -3.6% | +1.7% | -1.5% |
| 3M | -1.9% | +8.1% | -10.0% | -2.8% |
| 6M | -7.4% | +11.5% | -18.9% | -8.6% |
| YTD | +4.1% | +15.6% | -11.5% | +2.2% |
| 1Y | +8.0% | +15.7% | -7.6% | +6.0% |
| 3Y | +48.4% | +86.9% | -38.5% | +37.2% |
| 5Y | +27.2% | +89.8% | -62.6% | +16.2% |
| 10Y | +146.8% | +344.7% | -197.9% | +98.2% |
| All | +1,890.4% | +1,537.4% | +353.0% | +1,026.2% |
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