+631.5%
XLU vs XEL
+740.0%
-108.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.3% | -3.9% | +0.6% | -1.3% |
| 3M | -3.2% | -2.8% | -0.3% | -1.7% |
| 6M | -7.0% | -5.4% | -1.6% | -4.3% |
| YTD | +0.6% | +3.8% | -3.1% | -1.4% |
| 1Y | +2.4% | +6.8% | -4.4% | -1.3% |
| 3Y | +46.3% | +45.6% | +0.7% | +19.0% |
| 5Y | +44.0% | +30.7% | +13.3% | +24.1% |
| 10Y | +140.1% | +151.7% | -11.6% | +55.5% |
| All | +631.5% | +740.0% | -108.5% | +200.1% |
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