-68.6%
XYZ vs XEL
+33.1%
-101.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.7% |
| 7D | +2.9% | +1.3% | +1.5% | +2.4% |
| 30D | +1.4% | -1.5% | +2.9% | +1.8% |
| 3M | +14.6% | -0.2% | +14.8% | +14.4% |
| 6M | +20.8% | -5.4% | +26.2% | +22.4% |
| YTD | +23.1% | +5.6% | +17.4% | +19.0% |
| 1Y | +5.6% | +10.5% | -4.8% | -0.3% |
| 3Y | +50.9% | +49.2% | +1.7% | +19.9% |
| 5Y | -68.6% | +30.1% | -98.7% | -73.7% |
| All | -68.6% | +33.1% | -101.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling