+29.4%
XEL vs VG
-44.6%
+74.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +2.4% | +14.0% | -11.5% | +2.5% |
| 30D | +8.3% | -1.0% | +9.3% | +8.3% |
| 3M | +4.2% | -2.7% | +6.9% | +4.2% |
| 6M | +3.7% | +1.5% | +2.2% | +3.8% |
| YTD | +13.1% | +93.7% | -80.7% | +11.4% |
| 1Y | +5.0% | +68.5% | -63.5% | +3.7% |
| All | +29.4% | -44.6% | +74.0% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling