+555.9%
XYZ vs XEL
+219.3%
+336.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +11.6% | +9.3% | +2.2% | +7.5% |
| 3M | +8.4% | +5.3% | +3.1% | +6.0% |
| 6M | +17.2% | +2.2% | +15.0% | +15.6% |
| YTD | +31.7% | +12.3% | +19.3% | +23.4% |
| 1Y | +30.1% | +3.0% | +27.0% | +26.8% |
| 3Y | +66.4% | +51.6% | +14.9% | +31.1% |
| 5Y | -62.2% | +50.0% | -112.1% | -70.0% |
| 10Y | +621.5% | +183.8% | +437.7% | +437.8% |
| All | +555.9% | +219.3% | +336.6% | +410.6% |
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