+4.7%
FAST vs XEL
+8.7%
-4.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | -4.7% | -1.5% | -3.2% | -4.3% |
| 3M | +7.9% | -0.2% | +8.1% | +7.9% |
| 6M | +7.4% | -5.4% | +12.9% | +8.9% |
| YTD | +25.1% | +5.6% | +19.4% | +24.2% |
| 1Y | +4.7% | +10.5% | -5.8% | +5.4% |
| All | +4.7% | +8.7% | -4.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling