+766.8%
FIX vs XEL
+47.8%
+719.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.1% |
| 7D | +3.5% | +0.9% | +2.6% | +3.6% |
| 30D | -3.5% | -0.9% | -2.6% | -3.5% |
| 3M | -11.8% | -1.4% | -10.4% | -11.9% |
| 6M | +17.8% | -5.8% | +23.6% | +17.2% |
| YTD | +73.3% | +4.7% | +68.6% | +74.8% |
| 1Y | +128.1% | +9.1% | +119.0% | +131.9% |
| All | +766.8% | +47.8% | +719.0% | +824.9% |
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 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