+30.8%
XLV vs XEL
+46.5%
-15.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -1.8% | -3.9% | +2.1% | -1.0% |
| 3M | +7.8% | -2.8% | +10.6% | +8.4% |
| 6M | +9.1% | -5.4% | +14.5% | +10.2% |
| YTD | +7.7% | +3.8% | +4.0% | +6.8% |
| 1Y | +20.4% | +6.8% | +13.6% | +18.5% |
| 3Y | +30.8% | +45.6% | -14.8% | +22.8% |
| All | +30.8% | +46.5% | -15.7% | +22.8% |
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