+46.5%
F vs XEL
+33.1%
+13.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.8% | -4.8% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | +1.2% | -1.5% | +2.8% | +1.7% |
| 3M | -5.7% | -0.2% | -5.4% | -5.9% |
| 6M | +17.9% | -5.4% | +23.4% | +19.7% |
| YTD | +10.4% | +5.6% | +4.8% | +7.5% |
| 1Y | +25.3% | +10.5% | +14.9% | +19.4% |
| 3Y | +37.5% | +49.2% | -11.7% | +13.8% |
| 5Y | +46.5% | +30.1% | +16.4% | +29.1% |
| All | +46.5% | +33.1% | +13.4% | +29.1% |
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