+889.2%
XLV vs XEL
+740.0%
+149.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +7.8% | -2.8% | +10.6% | +8.5% |
| 6M | +9.1% | -5.4% | +14.5% | +10.4% |
| YTD | +7.7% | +3.8% | +4.0% | +6.4% |
| 1Y | +20.4% | +6.8% | +13.6% | +17.9% |
| 3Y | +30.8% | +45.6% | -14.8% | +17.3% |
| 5Y | +34.6% | +30.7% | +3.9% | +23.6% |
| 10Y | +173.4% | +151.7% | +21.7% | +115.3% |
| All | +889.2% | +740.0% | +149.2% | +525.1% |
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