+688.4%
XEL vs FIS
+238.5%
+449.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.8% |
| 7D | +2.4% | +2.8% | -0.4% | +1.7% |
| 30D | +8.3% | -16.7% | +25.0% | +11.3% |
| 3M | +4.2% | -32.3% | +36.5% | +11.9% |
| 6M | +3.7% | -29.1% | +32.8% | +9.8% |
| YTD | +13.1% | -54.1% | +67.2% | +31.4% |
| 1Y | +5.0% | -53.7% | +58.7% | +21.7% |
| 3Y | +55.0% | -38.8% | +93.8% | +65.6% |
| 5Y | +51.8% | -71.1% | +122.9% | +87.6% |
| 10Y | +185.6% | -53.1% | +238.7% | +209.8% |
| All | +688.4% | +238.5% | +449.9% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling