+158.8%
XLB vs XEL
+151.3%
+7.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.5% | -1.2% | -2.3% | -3.1% |
| 30D | -4.7% | -2.9% | -1.8% | -3.7% |
| 3M | +2.7% | -2.7% | +5.4% | +3.6% |
| 6M | +2.6% | -6.5% | +9.1% | +4.8% |
| YTD | +12.8% | +3.6% | +9.2% | +10.8% |
| 1Y | +14.0% | +7.5% | +6.5% | +10.0% |
| 3Y | +31.5% | +46.3% | -14.9% | +10.8% |
| 5Y | +33.4% | +30.5% | +2.9% | +16.9% |
| All | +158.8% | +151.3% | +7.6% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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