+2,105.4%
FIX vs XLB
+36.1%
+2,069.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 6M | +12.7% | +1.8% | +10.9% | +10.2% |
| YTD | +72.8% | +16.6% | +56.2% | +45.7% |
| 1Y | +122.9% | +16.9% | +106.0% | +87.1% |
| 3Y | +774.3% | +32.6% | +741.8% | +551.7% |
| All | +2,105.4% | +36.1% | +2,069.3% | +1,481.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling