+11,863.9%
FIX vs XLB
+822.6%
+11,041.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.2% |
| 7D | +6.0% | -1.4% | +7.4% | +7.2% |
| 30D | -7.2% | -0.4% | -6.9% | -7.1% |
| 3M | -15.9% | +2.0% | -17.8% | -17.6% |
| 6M | +12.7% | +1.8% | +10.9% | +11.1% |
| YTD | +72.8% | +16.6% | +56.2% | +52.6% |
| 1Y | +122.9% | +16.9% | +106.0% | +96.3% |
| 3Y | +774.3% | +32.6% | +741.8% | +609.1% |
| 5Y | +2,049.5% | +35.6% | +2,013.8% | +1,621.1% |
| 10Y | +5,821.5% | +160.0% | +5,661.4% | +2,940.4% |
| All | +11,863.9% | +822.6% | +11,041.3% | +3,089.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling