+13.8%
FIX vs XLB
+24.6%
-10.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -13.9% | +0.5% | -14.4% | -14.1% |
| 30D | -35.5% | +6.9% | -42.5% | -38.9% |
| 3M | -33.9% | -0.2% | -33.8% | -33.9% |
| 6M | -43.3% | +3.3% | -46.6% | -45.2% |
| YTD | +18.7% | +18.0% | +0.6% | +0.3% |
| 1Y | +13.8% | +24.2% | -10.5% | -9.1% |
| All | +13.8% | +24.6% | -10.8% | -9.1% |
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