+29.1%
XEL vs FGI
-70.4%
+99.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -1.9% | +65.4% | -67.3% | -1.5% |
| 3M | -1.9% | +23.5% | -25.4% | -1.6% |
| 6M | -7.4% | +60.5% | -68.0% | -6.6% |
| YTD | +4.1% | +30.0% | -25.9% | +4.9% |
| 1Y | +8.0% | +82.1% | -74.0% | +9.8% |
| 3Y | +48.4% | -4.4% | +52.8% | +51.8% |
| All | +29.1% | -70.4% | +99.4% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling