+33.2%
XEL vs RVMD
+636.2%
-603.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.9% | -0.7% | +1.6% | +0.9% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -1.4% | +38.9% | -40.3% | -2.9% |
| 6M | -5.8% | +108.1% | -113.9% | -9.4% |
| YTD | +4.7% | +160.7% | -156.0% | -0.8% |
| 1Y | +9.1% | +407.3% | -398.2% | -0.7% |
| 3Y | +47.8% | +546.6% | -498.7% | +30.6% |
| 5Y | +29.0% | +579.8% | -550.8% | +11.3% |
| All | +33.2% | +636.2% | -603.0% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling