+69.7%
XLC vs XEL
+46.3%
+23.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -1.7% | -1.2% | -0.4% | -1.6% |
| 30D | +0.2% | -2.9% | +3.1% | +0.4% |
| 3M | +0.7% | -2.7% | +3.4% | +0.9% |
| 6M | -4.5% | -6.5% | +2.1% | -4.0% |
| YTD | -4.7% | +3.6% | -8.4% | -5.3% |
| 1Y | -1.5% | +7.5% | -9.0% | -2.5% |
| All | +69.7% | +46.3% | +23.4% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling