+121.8%
XEL vs FND
+56.5%
+65.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | -3.9% | -20.2% | +16.3% | -1.9% |
| 3M | -2.8% | -12.0% | +9.1% | -1.9% |
| 6M | -5.4% | -18.5% | +13.1% | -4.1% |
| YTD | +3.8% | -22.3% | +26.0% | +5.4% |
| 1Y | +6.8% | -47.6% | +54.5% | +12.5% |
| 3Y | +45.6% | -49.8% | +95.3% | +51.3% |
| 5Y | +30.7% | -63.0% | +93.7% | +36.8% |
| All | +121.8% | +56.5% | +65.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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