+147.8%
XEL vs ROST
+317.9%
-170.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -3.9% | -6.9% | +2.9% | -2.9% |
| 3M | -2.8% | -3.3% | +0.5% | -2.5% |
| 6M | -5.4% | +9.0% | -14.4% | -7.1% |
| YTD | +3.8% | +28.9% | -25.1% | -1.1% |
| 1Y | +6.8% | +54.0% | -47.1% | -1.3% |
| 3Y | +45.6% | +100.7% | -55.1% | +27.1% |
| 5Y | +30.7% | +116.0% | -85.3% | +10.6% |
| All | +147.8% | +317.9% | -170.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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