+955.3%
XBI vs FIX
+18,827.4%
-17,872.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.9% |
| 7D | +0.9% | +6.0% | -5.2% | -0.8% |
| 30D | +7.1% | -7.2% | +14.3% | +9.0% |
| 3M | +22.9% | -15.9% | +38.7% | +27.1% |
| 6M | +29.7% | +12.7% | +17.0% | +22.4% |
| YTD | +34.5% | +72.8% | -38.3% | +11.5% |
| 1Y | +76.1% | +122.9% | -46.8% | +33.7% |
| 3Y | +103.2% | +774.3% | -671.1% | -5.7% |
| 5Y | +22.8% | +2,049.5% | -2,026.6% | -57.8% |
| 10Y | +176.3% | +5,821.5% | -5,645.2% | -36.5% |
| All | +955.3% | +18,827.4% | -17,872.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling