+1,013.8%
XEL vs FDS
+9,502.8%
-8,489.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | -1.9% | +9.0% | -10.9% | -3.3% |
| 3M | -1.9% | +18.9% | -20.8% | -5.0% |
| 6M | -7.4% | +35.1% | -42.6% | -12.8% |
| YTD | +4.1% | +5.5% | -1.4% | +1.6% |
| 1Y | +8.0% | -16.8% | +24.9% | +9.3% |
| 3Y | +48.4% | -28.1% | +76.5% | +53.2% |
| 5Y | +27.2% | -17.4% | +44.7% | +27.7% |
| 10Y | +146.8% | +85.4% | +61.4% | +117.3% |
| All | +1,013.8% | +9,502.8% | -8,489.0% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling