+32.0%
XEL vs RVMD
+576.1%
-544.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | -2.8% | +36.5% | -39.4% | -3.6% |
| 6M | -5.4% | +104.6% | -110.0% | -7.5% |
| YTD | +3.8% | +155.8% | -152.1% | +0.3% |
| 1Y | +6.8% | +340.7% | -333.8% | +0.9% |
| 3Y | +45.6% | +519.9% | -474.3% | +33.8% |
| All | +32.0% | +576.1% | -544.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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