+3,644.4%
FIX vs XLB
+166.1%
+3,478.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -13.9% | +0.5% | -14.4% | -14.5% |
| 30D | -35.5% | +6.9% | -42.5% | -40.4% |
| 3M | -33.9% | -0.2% | -33.8% | -34.4% |
| 6M | -43.3% | +3.3% | -46.6% | -46.1% |
| YTD | +18.7% | +18.0% | +0.6% | -2.3% |
| 1Y | +13.8% | +24.2% | -10.5% | -11.4% |
| 3Y | +495.0% | +44.7% | +450.2% | +297.8% |
| 5Y | +1,049.0% | +31.6% | +1,017.5% | +745.1% |
| 10Y | +3,644.4% | +164.2% | +3,480.2% | +1,213.5% |
| All | +3,644.4% | +166.1% | +3,478.3% | +1,213.5% |
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