+46.9%
XEL vs FDS
-32.7%
+79.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | +0.9% | -8.8% | +9.7% | +1.4% |
| 30D | -0.9% | -1.4% | +0.5% | -0.9% |
| 3M | -1.4% | +13.9% | -15.3% | -2.3% |
| 6M | -5.8% | +27.4% | -33.2% | -7.8% |
| YTD | +4.7% | -2.5% | +7.2% | +6.6% |
| 1Y | +9.1% | -23.8% | +32.8% | +17.7% |
| All | +46.9% | -32.7% | +79.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling