+30.5%
XEL vs RUN
-81.3%
+111.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | -1.2% | -3.4% | +2.1% | -1.1% |
| 30D | -2.9% | -14.0% | +11.1% | -2.4% |
| 3M | -2.7% | -27.5% | +24.8% | -1.8% |
| 6M | -6.5% | -29.0% | +22.4% | -5.7% |
| YTD | +3.6% | -53.1% | +56.7% | +5.5% |
| 1Y | +7.5% | -46.7% | +54.2% | +8.6% |
| 3Y | +46.3% | -38.3% | +84.6% | +40.2% |
| 5Y | +30.5% | -80.7% | +111.2% | +26.0% |
| All | +30.5% | -81.3% | +111.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling