+625.7%
XEL vs FIS
+374.5%
+251.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | +1.1% | -2.0% | -1.2% |
| 30D | -1.9% | -2.2% | +0.3% | -1.5% |
| 3M | -1.9% | +2.1% | -4.0% | -2.8% |
| 6M | -7.4% | -14.7% | +7.2% | -4.9% |
| YTD | +4.1% | -35.7% | +39.8% | +13.8% |
| 1Y | +8.0% | -37.1% | +45.1% | +18.5% |
| 3Y | +48.4% | -20.0% | +68.4% | +51.6% |
| 5Y | +27.2% | -62.1% | +89.4% | +50.4% |
| 10Y | +146.8% | -37.4% | +184.2% | +154.7% |
| All | +625.7% | +374.5% | +251.1% | +364.3% |
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