+7,069.0%
FIX vs XLB
+824.9%
+6,244.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -9.3% |
| 7D | -27.2% | -0.4% | -26.9% | -27.3% |
| 30D | -46.9% | +5.2% | -52.2% | -49.3% |
| 3M | -44.4% | -0.1% | -44.3% | -44.8% |
| 6M | -50.9% | +2.4% | -53.3% | -52.3% |
| YTD | +3.5% | +16.9% | -13.3% | -9.3% |
| 1Y | -2.1% | +25.0% | -27.1% | -18.7% |
| 3Y | +418.7% | +40.7% | +378.1% | +299.0% |
| 5Y | +894.6% | +31.6% | +862.9% | +708.8% |
| 10Y | +3,465.5% | +175.3% | +3,290.2% | +1,649.9% |
| All | +7,069.0% | +824.9% | +6,244.1% | +1,796.3% |
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