+208.8%
XEL vs Z
+25.1%
+183.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | -1.9% | -4.2% | +2.3% | -1.8% |
| 3M | -1.9% | -3.7% | +1.8% | -1.9% |
| 6M | -7.4% | -24.5% | +17.1% | -6.3% |
| YTD | +4.1% | -49.3% | +53.4% | +7.5% |
| 1Y | +8.0% | -58.7% | +66.7% | +12.8% |
| 3Y | +48.4% | -34.1% | +82.5% | +48.9% |
| 5Y | +27.2% | -64.5% | +91.8% | +29.5% |
| 10Y | +146.8% | -0.5% | +147.3% | +122.8% |
| All | +208.8% | +25.1% | +183.7% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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