+554.0%
XYZ vs XEL
+213.6%
+340.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +12.1% | -0.2% | +12.3% | +12.3% |
| 30D | +12.4% | +10.0% | +2.4% | +8.0% |
| 3M | +8.2% | +4.3% | +3.8% | +6.1% |
| 6M | +20.7% | +0.5% | +20.2% | +19.9% |
| YTD | +31.3% | +10.4% | +21.0% | +24.0% |
| 1Y | +20.5% | +2.0% | +18.5% | +17.9% |
| 3Y | +72.6% | +45.6% | +27.1% | +38.6% |
| 5Y | -64.0% | +46.6% | -110.6% | -71.2% |
| 10Y | +601.8% | +168.3% | +433.5% | +427.7% |
| All | +554.0% | +213.6% | +340.4% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling