+214.5%
XEL vs RUN
-29.4%
+243.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.4% |
| 7D | +1.3% | +10.2% | -8.9% | +0.9% |
| 30D | -1.5% | -9.6% | +8.1% | -1.2% |
| 3M | -0.2% | -31.5% | +31.3% | +1.1% |
| 6M | -5.4% | -18.7% | +13.3% | -5.1% |
| YTD | +5.6% | -49.9% | +55.5% | +7.6% |
| 1Y | +10.5% | -45.5% | +56.0% | +11.7% |
| 3Y | +49.2% | -34.1% | +83.3% | +42.4% |
| 5Y | +30.1% | -79.4% | +109.5% | +27.7% |
| 10Y | +146.7% | +48.9% | +97.7% | +112.1% |
| All | +214.5% | -29.4% | +243.9% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling