+84.1%
F vs XEL
+146.5%
-62.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | -4.9% | +0.9% | -5.8% | -5.2% |
| 30D | -2.9% | -0.9% | -2.0% | -2.7% |
| 3M | -9.1% | -1.4% | -7.6% | -8.9% |
| 6M | +12.9% | -5.8% | +18.7% | +14.8% |
| YTD | +6.1% | +4.7% | +1.4% | +3.7% |
| 1Y | +22.5% | +9.1% | +13.5% | +17.6% |
| 3Y | +32.1% | +47.8% | -15.8% | +11.6% |
| 5Y | +43.7% | +29.0% | +14.7% | +27.7% |
| 10Y | +84.1% | +154.0% | -69.9% | +56.2% |
| All | +84.1% | +146.5% | -62.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling