+5,993.3%
FIX vs XEL
+147.3%
+5,846.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.8% |
| 7D | +6.1% | +1.3% | +4.7% | +5.6% |
| 30D | -2.7% | -1.5% | -1.1% | -2.1% |
| 3M | -10.9% | -0.2% | -10.7% | -11.2% |
| 6M | +29.0% | -5.4% | +34.4% | +31.1% |
| YTD | +76.9% | +5.6% | +71.2% | +72.5% |
| 1Y | +130.7% | +10.5% | +120.3% | +120.6% |
| 3Y | +790.7% | +49.2% | +741.5% | +624.7% |
| 5Y | +2,185.6% | +30.1% | +2,155.5% | +1,860.5% |
| 10Y | +5,993.3% | +146.7% | +5,846.6% | +4,618.3% |
| All | +5,993.3% | +147.3% | +5,846.0% | +4,618.3% |
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