+188.0%
XEL vs FDS
+127.7%
+60.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.4% | +1.5% | +1.0% | +2.1% |
| 30D | +8.3% | +14.8% | -6.5% | +4.9% |
| 3M | +4.2% | +16.3% | -12.1% | +0.1% |
| 6M | +3.7% | +66.2% | -62.5% | -9.9% |
| YTD | +13.1% | +16.2% | -3.2% | +7.1% |
| 1Y | +5.0% | +21.8% | -16.8% | -2.3% |
| 3Y | +55.0% | -23.9% | +78.8% | +65.5% |
| 5Y | +51.8% | -23.1% | +74.9% | +59.1% |
| All | +188.0% | +127.7% | +60.4% | +127.5% |
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