+3,653.2%
FIX vs XLB
+170.1%
+3,483.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +6.2% |
| 7D | -17.5% | -1.5% | -16.0% | -16.6% |
| 30D | -41.6% | +6.1% | -47.6% | -45.6% |
| 3M | -40.6% | 0.0% | -40.6% | -41.3% |
| 6M | -49.4% | 0.0% | -49.3% | -50.2% |
| YTD | +9.2% | +16.0% | -6.8% | -8.6% |
| 1Y | +6.5% | +24.7% | -18.3% | -17.7% |
| 3Y | +448.7% | +40.4% | +408.4% | +278.0% |
| 5Y | +948.7% | +30.7% | +918.1% | +674.9% |
| All | +3,653.2% | +170.1% | +3,483.1% | +1,103.6% |
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