+1,890.4%
XEL vs VMC
+3,246.6%
-1,356.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.0% | -4.3% | +3.4% | -0.2% |
| 30D | -1.9% | -8.2% | +6.3% | -0.6% |
| 3M | -1.9% | -7.0% | +5.1% | -0.9% |
| 6M | -7.4% | -10.8% | +3.3% | -6.0% |
| YTD | +4.1% | -7.4% | +11.4% | +4.9% |
| 1Y | +8.0% | -9.5% | +17.5% | +9.2% |
| 3Y | +48.4% | +20.5% | +27.9% | +41.7% |
| 5Y | +27.2% | +51.6% | -24.3% | +15.8% |
| 10Y | +146.8% | +150.0% | -3.2% | +98.5% |
| All | +1,890.4% | +3,246.6% | -1,356.2% | +957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling