+175.3%
XEL vs FN
+837.6%
-662.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.2% | +0.3% |
| 7D | +1.1% | +16.3% | -15.2% | +0.6% |
| 30D | +8.7% | -24.7% | +33.4% | +9.4% |
| 3M | +3.5% | -34.9% | +38.4% | +4.5% |
| 6M | +2.6% | -41.1% | +43.7% | +3.6% |
| YTD | +11.1% | -19.6% | +30.7% | +10.7% |
| 1Y | +2.2% | -18.5% | +20.7% | +1.7% |
| 3Y | +51.1% | +119.1% | -68.0% | +40.9% |
| 5Y | +48.0% | +206.9% | -158.9% | +32.7% |
| 10Y | +175.3% | +826.4% | -651.1% | +135.4% |
| All | +175.3% | +837.6% | -662.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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