+147.8%
XEL vs FANG
+182.5%
-34.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | -3.9% | +2.6% | -6.6% | -4.0% |
| 3M | -2.8% | +7.6% | -10.4% | -3.0% |
| 6M | -5.4% | +17.3% | -22.7% | -5.9% |
| YTD | +3.8% | +38.7% | -34.9% | +2.8% |
| 1Y | +6.8% | +51.6% | -44.8% | +5.5% |
| 3Y | +45.6% | +50.0% | -4.4% | +43.4% |
| 5Y | +30.7% | +237.6% | -206.9% | +26.5% |
| All | +147.8% | +182.5% | -34.7% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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