-80.8%
FIG vs XEL
+6.6%
-87.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | 0.0% |
| 7D | -12.2% | -1.2% | -11.0% | -12.8% |
| 30D | -11.0% | -2.9% | -8.1% | -12.4% |
| 3M | +11.9% | -2.7% | +14.6% | +10.8% |
| 6M | -21.9% | -6.5% | -15.4% | -23.8% |
| YTD | -40.8% | +3.6% | -44.4% | -39.5% |
| 1Y | -56.6% | +7.5% | -64.1% | -53.6% |
| All | -80.8% | +6.6% | -87.5% | -80.2% |
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 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