+30.5%
XEL vs VMC
+47.2%
-16.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -3.7% | +2.5% | -0.6% |
| 30D | -2.9% | -12.8% | +9.9% | -0.5% |
| 3M | -2.7% | -7.9% | +5.2% | -1.4% |
| 6M | -6.5% | -7.5% | +1.0% | -5.5% |
| YTD | +3.6% | -11.6% | +15.3% | +5.4% |
| 1Y | +7.5% | -14.3% | +21.8% | +9.8% |
| 3Y | +46.3% | +18.5% | +27.8% | +37.9% |
| 5Y | +30.5% | +46.8% | -16.2% | +13.7% |
| All | +30.5% | +47.2% | -16.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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