+143.7%
XLC vs XEL
+122.0%
+21.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +2.1% | -3.9% | +6.1% | +3.3% |
| 3M | +0.7% | -2.8% | +3.5% | +1.4% |
| 6M | -3.2% | -5.4% | +2.2% | -2.0% |
| YTD | -3.8% | +3.8% | -7.5% | -5.6% |
| 1Y | -2.0% | +6.8% | -8.9% | -5.0% |
| 3Y | +71.4% | +45.6% | +25.8% | +46.9% |
| 5Y | +40.7% | +30.7% | +10.0% | +24.4% |
| All | +143.7% | +122.0% | +21.7% | +112.4% |
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