+889.2%
XEL vs FE
+561.4%
+327.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.0% | +1.9% | -2.9% | -2.0% |
| 30D | -1.9% | -1.2% | -0.8% | -1.2% |
| 3M | -1.9% | +3.5% | -5.4% | -3.8% |
| 6M | -7.4% | -6.1% | -1.4% | -4.1% |
| YTD | +4.1% | +7.6% | -3.6% | -0.3% |
| 1Y | +8.0% | +11.9% | -3.9% | +1.3% |
| 3Y | +48.4% | +48.4% | 0.0% | +17.9% |
| 5Y | +27.2% | +44.8% | -17.6% | +2.3% |
| 10Y | +146.8% | +115.9% | +30.9% | +47.8% |
| All | +889.2% | +561.4% | +327.8% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling