-79.9%
FIG vs XEL
+6.8%
-86.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.9% |
| 7D | -3.8% | -0.3% | -3.5% | -3.9% |
| 30D | -2.3% | -3.9% | +1.6% | -4.5% |
| 3M | +20.0% | -2.8% | +22.8% | +18.7% |
| 6M | -16.7% | -5.4% | -11.3% | -18.3% |
| YTD | -37.9% | +3.8% | -41.7% | -36.6% |
| 1Y | -58.5% | +6.8% | -65.4% | -55.8% |
| All | -79.9% | +6.8% | -86.7% | -79.2% |
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 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