+7.5%
XEL vs FITB
+24.5%
-17.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | -2.9% | -5.5% | +2.6% | -2.5% |
| 3M | -2.7% | +4.1% | -6.8% | -2.9% |
| 6M | -6.5% | +18.7% | -25.2% | -6.8% |
| YTD | +3.6% | +18.2% | -14.5% | +2.8% |
| 1Y | +7.5% | +23.7% | -16.2% | +8.0% |
| All | +7.5% | +24.5% | -17.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling