+351.3%
FERG vs XEL
+151.6%
+199.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -8.9% | -3.9% | -5.0% | -8.5% |
| 3M | -2.0% | -2.8% | +0.8% | -1.7% |
| 6M | -3.2% | -5.4% | +2.2% | -2.6% |
| YTD | +1.5% | +3.8% | -2.3% | +1.1% |
| 1Y | +0.5% | +6.8% | -6.4% | -0.4% |
| 3Y | +50.4% | +45.6% | +4.8% | +43.7% |
| 5Y | +68.7% | +30.7% | +38.0% | +63.1% |
| All | +351.3% | +151.6% | +199.7% | +370.1% |
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 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