+821.1%
XLB vs XEL
+815.3%
+5.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +5.2% | +8.3% | -3.1% | +2.6% |
| 3M | +0.3% | +4.2% | -3.9% | -1.0% |
| 6M | +1.2% | +3.7% | -2.6% | -0.2% |
| YTD | +16.6% | +13.1% | +3.6% | +11.9% |
| 1Y | +21.4% | +5.0% | +16.4% | +19.1% |
| 3Y | +43.2% | +55.0% | -11.7% | +23.2% |
| 5Y | +28.0% | +51.8% | -23.8% | +10.2% |
| 10Y | +164.8% | +185.6% | -20.8% | +88.1% |
| All | +821.1% | +815.3% | +5.8% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling