+147.5%
XEL vs FDS
+66.9%
+80.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.3% |
| 7D | -1.2% | -16.0% | +14.8% | +2.7% |
| 30D | -2.9% | -6.7% | +3.8% | -1.6% |
| 3M | -2.7% | +6.0% | -8.7% | -4.9% |
| 6M | -6.5% | +25.1% | -31.6% | -13.6% |
| YTD | +3.6% | -8.1% | +11.8% | +3.9% |
| 1Y | +7.5% | -26.0% | +33.5% | +14.6% |
| 3Y | +46.3% | -36.4% | +82.7% | +62.2% |
| 5Y | +30.5% | -27.7% | +58.3% | +36.1% |
| All | +147.5% | +66.9% | +80.7% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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