+67.7%
FERG vs XEL
+29.8%
+37.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | -2.0% | -2.8% | +0.8% | -1.4% |
| 6M | -3.2% | -5.4% | +2.2% | -2.0% |
| YTD | +1.5% | +3.8% | -2.3% | +0.4% |
| 1Y | +0.5% | +6.8% | -6.4% | -1.6% |
| 3Y | +50.4% | +45.6% | +4.8% | +33.2% |
| All | +67.7% | +29.8% | +37.9% | +54.2% |
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 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