+564.1%
XEL vs FN
+2,887.5%
-2,323.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -1.3% |
| 7D | -0.2% | 0.0% | -0.1% | -0.3% |
| 30D | +10.0% | -34.3% | +44.3% | +11.5% |
| 3M | +4.3% | -39.9% | +44.2% | +5.9% |
| 6M | +0.5% | -51.8% | +52.3% | +2.5% |
| YTD | +10.4% | -28.1% | +38.5% | +10.4% |
| 1Y | +2.0% | -29.1% | +31.1% | +1.9% |
| 3Y | +45.6% | +102.4% | -56.9% | +35.7% |
| 5Y | +46.6% | +171.7% | -125.0% | +32.8% |
| 10Y | +168.3% | +773.5% | -605.2% | +125.2% |
| All | +564.1% | +2,887.5% | -2,323.4% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling