+135.9%
XLU vs XEL
+151.6%
-15.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | -3.3% | -3.9% | +0.6% | -0.3% |
| 3M | -3.2% | -2.8% | -0.3% | -1.1% |
| 6M | -7.0% | -5.4% | -1.6% | -3.3% |
| YTD | +0.6% | +3.8% | -3.1% | -2.6% |
| 1Y | +2.4% | +6.8% | -4.4% | -3.5% |
| 3Y | +46.3% | +45.6% | +0.7% | +5.5% |
| 5Y | +44.0% | +30.7% | +13.3% | +12.6% |
| All | +135.9% | +151.6% | -15.7% | +6.3% |
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