+29.0%
XEL vs FIS
-66.7%
+95.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +0.9% | -9.1% | +10.0% | +1.8% |
| 30D | -0.9% | -10.4% | +9.6% | +0.2% |
| 3M | -1.4% | -3.7% | +2.3% | -1.3% |
| 6M | -5.8% | -24.8% | +19.0% | -3.2% |
| YTD | +4.7% | -41.6% | +46.3% | +11.0% |
| 1Y | +9.1% | -42.7% | +51.8% | +15.8% |
| 3Y | +47.8% | -26.2% | +74.1% | +51.7% |
| 5Y | +29.0% | -66.1% | +95.1% | +44.4% |
| All | +29.0% | -66.7% | +95.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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