-5.8%
XLC vs FIX
+14.3%
-20.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.1% | +18.6% | +3.4% |
| 7D | +1.8% | -18.9% | +20.7% | +1.7% |
| 30D | -6.0% | -36.3% | +30.3% | -5.9% |
| 3M | -6.0% | -38.5% | +32.5% | -5.8% |
| 6M | -9.1% | -42.3% | +33.2% | -8.9% |
| YTD | -10.0% | +17.1% | -27.1% | -14.8% |
| 1Y | -5.8% | +14.4% | -20.2% | -10.8% |
| All | -5.8% | +14.3% | -20.1% | -10.8% |
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