+566.1%
XYZ vs XEL
+187.3%
+378.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +7.0% | +9.2% | -2.2% | +2.9% |
| 3M | +5.1% | +4.5% | +0.6% | +2.9% |
| 6M | +14.1% | +3.6% | +10.5% | +11.7% |
| YTD | +26.4% | +12.9% | +13.5% | +17.6% |
| 1Y | +25.1% | +4.1% | +21.0% | +21.1% |
| 3Y | +59.7% | +52.3% | +7.4% | +23.2% |
| 5Y | -63.8% | +51.6% | -115.4% | -72.1% |
| All | +566.1% | +187.3% | +378.8% | +375.9% |
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