+634.6%
XYZ vs XEL
+176.3%
+458.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | +1.7% | +10.9% | +11.9% |
| 30D | +10.8% | +8.6% | +2.2% | +6.9% |
| 3M | +8.4% | +5.1% | +3.3% | +5.9% |
| 6M | +14.3% | +2.5% | +11.8% | +12.5% |
| YTD | +31.5% | +11.0% | +20.5% | +23.3% |
| 1Y | +28.1% | +2.7% | +25.4% | +24.7% |
| 3Y | +66.2% | +49.7% | +16.4% | +29.3% |
| 5Y | -62.3% | +46.1% | -108.5% | -70.4% |
| 10Y | +634.6% | +181.5% | +453.0% | +436.9% |
| All | +634.6% | +176.3% | +458.3% | +436.9% |
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