+5,892.0%
FIX vs XLB
+159.8%
+5,732.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.3% |
| 7D | +6.0% | -1.4% | +7.4% | +7.5% |
| 30D | -7.2% | -0.4% | -6.9% | -7.1% |
| 3M | -15.9% | +2.0% | -17.8% | -18.4% |
| 6M | +12.7% | +1.8% | +10.9% | +10.2% |
| YTD | +72.8% | +16.6% | +56.2% | +45.3% |
| 1Y | +122.9% | +16.9% | +106.0% | +86.5% |
| 3Y | +774.3% | +32.6% | +741.8% | +546.8% |
| 5Y | +2,049.5% | +35.6% | +2,013.8% | +1,441.9% |
| All | +5,892.0% | +159.8% | +5,732.2% | +1,961.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling