+823.0%
XLB vs XEL
+814.1%
+8.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | +5.3% | +9.2% | -3.9% | +2.5% |
| 3M | 0.0% | +4.5% | -4.5% | -1.4% |
| 6M | +1.2% | +3.6% | -2.4% | -0.1% |
| YTD | +16.9% | +12.9% | +4.0% | +12.2% |
| 1Y | +20.9% | +4.1% | +16.8% | +18.9% |
| 3Y | +43.3% | +52.3% | -9.0% | +23.9% |
| 5Y | +28.3% | +51.6% | -23.3% | +10.5% |
| 10Y | +165.3% | +185.2% | -19.9% | +88.6% |
| All | +823.0% | +814.1% | +8.9% | +363.0% |
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