+188.0%
XEL vs FITB
+212.2%
-24.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.4% | +2.8% | -0.3% | +2.0% |
| 30D | +8.3% | +9.8% | -1.5% | +6.8% |
| 3M | +4.2% | -5.2% | +9.3% | +4.9% |
| 6M | +3.7% | +17.3% | -13.6% | +1.2% |
| YTD | +13.1% | +19.3% | -6.2% | +9.7% |
| 1Y | +5.0% | +32.7% | -27.7% | +0.2% |
| 3Y | +55.0% | +141.6% | -86.6% | +33.9% |
| 5Y | +51.8% | +48.9% | +3.0% | +38.8% |
| All | +188.0% | +212.2% | -24.1% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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