+30.5%
XEL vs FITB
+68.4%
-37.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | -2.7% | +4.1% | -6.8% | -3.3% |
| 6M | -6.5% | +18.7% | -25.2% | -8.6% |
| YTD | +3.6% | +18.2% | -14.5% | +1.1% |
| 1Y | +7.5% | +23.7% | -16.2% | +4.1% |
| 3Y | +46.3% | +130.8% | -84.4% | +29.7% |
| 5Y | +30.5% | +69.8% | -39.2% | +21.4% |
| All | +30.5% | +68.4% | -37.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling