+47.9%
XBI vs FIX
+14.3%
+33.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.1% | +17.7% | +4.6% |
| 7D | +1.0% | -18.9% | +19.9% | +3.5% |
| 30D | +1.9% | -36.3% | +38.2% | +7.7% |
| 3M | +4.8% | -38.5% | +43.3% | +11.2% |
| 6M | +19.3% | -42.3% | +61.6% | +27.0% |
| YTD | +30.6% | +17.1% | +13.5% | +21.5% |
| 1Y | +47.9% | +14.4% | +33.5% | +37.6% |
| All | +47.9% | +14.3% | +33.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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