+19.9%
XEL vs VG
-35.7%
+55.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.9% |
| 7D | +0.9% | +3.8% | -2.9% | +0.9% |
| 30D | -0.9% | +7.2% | -8.1% | -0.9% |
| 3M | -1.4% | +22.8% | -24.2% | -1.4% |
| 6M | -5.8% | +33.2% | -39.0% | -6.1% |
| YTD | +4.7% | +124.8% | -120.1% | +3.2% |
| 1Y | +9.1% | +15.8% | -6.8% | +8.5% |
| All | +19.9% | -35.7% | +55.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling