+26.9%
XYZ vs XEL
-7.3%
+34.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -1.1% |
| 30D | -1.7% | -1.9% | +0.2% | -1.9% |
| 3M | +16.7% | -1.9% | +18.6% | +17.2% |
| 6M | +26.9% | -7.4% | +34.3% | +26.3% |
| All | +26.9% | -7.3% | +34.2% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling