-80.9%
FIG vs XEL
+7.7%
-88.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.7% |
| 7D | -14.5% | +0.9% | -15.4% | -14.0% |
| 30D | -13.3% | -0.9% | -12.4% | -13.7% |
| 3M | +7.4% | -1.4% | +8.8% | +7.2% |
| 6M | -27.8% | -5.8% | -22.0% | -29.3% |
| YTD | -41.1% | +4.7% | -45.8% | -39.5% |
| 1Y | -58.7% | +9.1% | -67.8% | -55.3% |
| All | -80.9% | +7.7% | -88.7% | -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 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