+72.6%
XYZ vs XEL
+44.3%
+28.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +12.1% | -0.2% | +12.3% | +12.2% |
| 30D | +12.4% | +10.0% | +2.4% | +11.8% |
| 3M | +8.2% | +4.3% | +3.8% | +7.9% |
| 6M | +20.7% | +0.5% | +20.2% | +20.6% |
| YTD | +31.3% | +10.4% | +21.0% | +29.4% |
| 1Y | +20.5% | +2.0% | +18.5% | +20.4% |
| 3Y | +72.6% | +45.6% | +27.1% | +61.3% |
| All | +72.6% | +44.3% | +28.3% | +61.3% |
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