+122.9%
FIX vs XEL
+7.2%
+115.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | -7.2% | -1.9% | -5.3% | -6.9% |
| 3M | -15.9% | -1.9% | -13.9% | -16.0% |
| 6M | +12.7% | -7.4% | +20.2% | +13.5% |
| YTD | +72.8% | +4.1% | +68.7% | +73.2% |
| 1Y | +122.9% | +8.0% | +114.8% | +126.1% |
| All | +122.9% | +7.2% | +115.7% | +126.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling