+7,843.3%
FIX vs XEL
+973.2%
+6,870.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | -17.5% | -0.2% | -17.3% | -17.5% |
| 30D | -41.6% | +10.0% | -51.6% | -43.2% |
| 3M | -40.6% | +4.3% | -44.9% | -41.4% |
| 6M | -49.4% | +0.5% | -49.8% | -49.7% |
| YTD | +9.2% | +10.4% | -1.2% | +5.7% |
| 1Y | +6.5% | +2.0% | +4.5% | +5.3% |
| 3Y | +448.7% | +45.6% | +403.2% | +383.1% |
| 5Y | +948.7% | +46.6% | +902.1% | +814.6% |
| 10Y | +3,659.7% | +168.3% | +3,491.4% | +2,736.7% |
| All | +7,843.3% | +973.2% | +6,870.1% | +4,534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling