+1,890.4%
XEL vs FITB
+2,855.6%
-965.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -1.9% | -4.7% | +2.8% | -1.4% |
| 3M | -1.9% | +6.7% | -8.6% | -2.7% |
| 6M | -7.4% | +12.6% | -20.0% | -8.8% |
| YTD | +4.1% | +19.1% | -15.1% | +1.8% |
| 1Y | +8.0% | +22.6% | -14.6% | +5.2% |
| 3Y | +48.4% | +127.1% | -78.7% | +33.9% |
| 5Y | +27.2% | +71.8% | -44.6% | +17.0% |
| 10Y | +146.8% | +287.2% | -140.4% | +99.4% |
| All | +1,890.4% | +2,855.6% | -965.2% | +983.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling