+45.6%
XEL vs RUN
-39.0%
+84.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | -0.2% |
| 30D | -3.9% | -13.0% | +9.1% | -3.6% |
| 3M | -2.8% | -31.8% | +29.0% | -1.8% |
| 6M | -5.4% | -32.2% | +26.8% | -4.6% |
| YTD | +3.8% | -53.5% | +57.2% | +5.4% |
| 1Y | +6.8% | -46.5% | +53.4% | +7.8% |
| 3Y | +45.6% | -37.6% | +83.2% | +40.1% |
| All | +45.6% | -39.0% | +84.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling