+40.2%
XEL vs FGI
-74.8%
+115.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.1% |
| 7D | +2.4% | -14.4% | +16.8% | +2.4% |
| 30D | +8.3% | -11.8% | +20.1% | +8.3% |
| 3M | +4.2% | -46.2% | +50.4% | +4.0% |
| 6M | +3.7% | +5.2% | -1.4% | +4.0% |
| YTD | +13.1% | +10.5% | +2.5% | +13.9% |
| 1Y | +5.0% | +25.5% | -20.5% | +6.0% |
| 3Y | +55.0% | -16.0% | +71.0% | +58.5% |
| All | +40.2% | -74.8% | +115.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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