+820.5%
XLB vs XEL
+742.5%
+78.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | -0.4% | -1.9% | +1.5% | +0.1% |
| 3M | +2.0% | -1.9% | +3.9% | +2.4% |
| 6M | +1.8% | -7.4% | +9.3% | +4.0% |
| YTD | +16.6% | +4.1% | +12.5% | +14.8% |
| 1Y | +16.9% | +8.0% | +8.9% | +13.5% |
| 3Y | +32.6% | +48.4% | -15.8% | +15.4% |
| 5Y | +35.6% | +27.2% | +8.4% | +23.1% |
| 10Y | +160.0% | +146.8% | +13.2% | +92.7% |
| All | +820.5% | +742.5% | +78.1% | +373.6% |
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 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