+3,604.4%
FIX vs XEL
+187.3%
+3,417.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +17.0% | +1.4% | +15.6% | +16.4% |
| 30D | -30.6% | +9.2% | -39.8% | -33.0% |
| 3M | -35.0% | +4.5% | -39.6% | -36.3% |
| 6M | -44.0% | +3.6% | -47.6% | -45.1% |
| YTD | +21.1% | +12.9% | +8.2% | +14.8% |
| 1Y | +16.3% | +4.1% | +12.2% | +13.6% |
| 3Y | +507.4% | +52.3% | +455.1% | +391.2% |
| 5Y | +1,052.1% | +51.6% | +1,000.5% | +810.4% |
| All | +3,604.4% | +187.3% | +3,417.1% | +2,499.9% |
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