+31.0%
XEL vs FGI
-69.8%
+100.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +1.3% | +5.2% | -3.8% | +1.3% |
| 30D | -1.5% | +65.2% | -66.7% | -1.1% |
| 3M | -0.2% | +30.2% | -30.4% | +0.1% |
| 6M | -5.4% | +87.8% | -93.2% | -4.5% |
| YTD | +5.6% | +32.5% | -26.8% | +6.5% |
| 1Y | +10.5% | +93.6% | -83.1% | +12.3% |
| 3Y | +49.2% | -2.6% | +51.8% | +52.7% |
| All | +31.0% | -69.8% | +100.8% | +33.0% |
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