+49.0%
XEL vs FN
+169.4%
-120.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +0.1% |
| 7D | +2.4% | +0.3% | +2.2% | +2.4% |
| 30D | +8.3% | -16.5% | +24.8% | +8.4% |
| 3M | +4.2% | -42.1% | +46.3% | +4.4% |
| 6M | +3.7% | -52.9% | +56.6% | +4.0% |
| YTD | +13.1% | -28.0% | +41.0% | +13.2% |
| 1Y | +5.0% | -18.5% | +23.5% | +5.2% |
| 3Y | +55.0% | +93.9% | -38.9% | +50.2% |
| All | +49.0% | +169.4% | -120.4% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling