+127.5%
XLC vs FIX
+2,109.1%
-1,981.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -0.5% |
| 7D | +4.9% | -17.5% | +22.3% | +7.8% |
| 30D | -5.8% | -41.6% | +35.8% | +2.6% |
| 3M | -5.4% | -40.6% | +35.2% | +2.2% |
| 6M | -10.2% | -49.4% | +39.2% | -1.0% |
| YTD | -10.2% | +9.2% | -19.4% | -16.5% |
| 1Y | -5.6% | +6.5% | -12.1% | -12.2% |
| 3Y | +61.0% | +448.7% | -387.7% | -6.0% |
| 5Y | +35.2% | +948.7% | -913.5% | -35.3% |
| All | +127.5% | +2,109.1% | -1,981.6% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling