+125.9%
XEL vs FND
+58.4%
+67.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.0% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -1.5% | -23.6% | +22.0% | +0.9% |
| 3M | -0.2% | +4.3% | -4.5% | -0.9% |
| 6M | -5.4% | -20.3% | +14.8% | -3.9% |
| YTD | +5.6% | -21.3% | +26.9% | +7.2% |
| 1Y | +10.5% | -45.4% | +55.8% | +15.8% |
| 3Y | +49.2% | -48.9% | +98.1% | +54.8% |
| 5Y | +30.1% | -61.0% | +91.1% | +35.4% |
| All | +125.9% | +58.4% | +67.5% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling