+136.0%
XLC vs XEL
+141.9%
-5.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +2.4% | +1.3% | +3.0% |
| 30D | -1.9% | +8.3% | -10.2% | -4.3% |
| 3M | -3.1% | +4.2% | -7.3% | -4.4% |
| 6M | -6.4% | +3.7% | -10.1% | -7.7% |
| YTD | -6.8% | +13.1% | -19.9% | -11.0% |
| 1Y | -1.7% | +5.0% | -6.7% | -3.8% |
| 3Y | +64.7% | +55.0% | +9.7% | +38.9% |
| 5Y | +41.1% | +51.8% | -10.7% | +18.5% |
| All | +136.0% | +141.9% | -5.9% | +100.2% |
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