+16.1%
XBI vs FIX
-40.5%
+56.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.2% |
| 7D | -1.8% | +6.4% | -8.2% | -2.6% |
| 30D | +3.2% | -29.1% | +32.3% | +5.1% |
| 3M | -1.1% | -31.1% | +30.0% | +0.7% |
| 6M | +16.1% | -42.8% | +58.9% | +19.3% |
| All | +16.1% | -40.5% | +56.6% | +19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling