+14.4%
FIX vs XLB
+29.8%
-15.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.5% | -17.6% | -16.5% |
| 7D | -18.9% | +3.9% | -22.8% | -21.4% |
| 30D | -36.3% | +8.9% | -45.2% | -40.5% |
| 3M | -38.5% | +4.1% | -42.6% | -40.6% |
| 6M | -42.3% | +7.3% | -49.6% | -46.1% |
| YTD | +17.1% | +20.4% | -3.3% | -3.1% |
| 1Y | +14.4% | +29.5% | -15.1% | -14.4% |
| All | +14.4% | +29.8% | -15.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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