+506.7%
FIX vs XLB
+44.4%
+462.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +7.4% |
| 7D | -7.2% | -1.4% | -5.9% | -6.1% |
| 30D | -35.1% | +7.1% | -42.2% | -40.1% |
| 3M | -34.3% | +0.6% | -34.9% | -35.2% |
| 6M | -42.9% | +3.5% | -46.4% | -45.9% |
| YTD | +19.5% | +18.2% | +1.2% | -3.6% |
| 1Y | +16.8% | +25.6% | -8.8% | -12.6% |
| 3Y | +506.7% | +46.7% | +460.0% | +252.1% |
| All | +506.7% | +44.4% | +462.3% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling