+49.3%
FERG vs XEL
+46.3%
+3.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | -11.8% | -2.9% | -8.9% | -11.4% |
| 3M | -1.2% | -2.7% | +1.5% | -0.8% |
| 6M | -2.3% | -6.5% | +4.2% | -1.3% |
| YTD | +0.8% | +3.6% | -2.8% | +0.4% |
| 1Y | +0.5% | +7.5% | -7.0% | -0.6% |
| All | +49.3% | +46.3% | +3.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling