+154.0%
XEL vs FE
+110.4%
+43.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | -0.9% | -1.2% | +0.3% | -0.2% |
| 3M | -1.4% | +1.7% | -3.1% | -2.3% |
| 6M | -5.8% | -7.5% | +1.7% | -1.7% |
| YTD | +4.7% | +6.3% | -1.6% | +1.2% |
| 1Y | +9.1% | +10.9% | -1.8% | +3.0% |
| 3Y | +47.8% | +46.9% | +0.9% | +19.2% |
| 5Y | +29.0% | +47.6% | -18.6% | +4.0% |
| 10Y | +154.0% | +114.5% | +39.5% | +67.6% |
| All | +154.0% | +110.4% | +43.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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