+136.0%
XLC vs FIX
+2,317.4%
-2,181.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.3% |
| 7D | +3.7% | +9.4% | -5.7% | +2.1% |
| 30D | -1.9% | -27.8% | +25.9% | +2.9% |
| 3M | -3.1% | -35.6% | +32.4% | +3.2% |
| 6M | -6.4% | -45.2% | +38.9% | +1.8% |
| YTD | -6.8% | +19.5% | -26.3% | -14.8% |
| 1Y | -1.7% | +24.2% | -25.9% | -11.1% |
| 3Y | +64.7% | +494.2% | -429.5% | -5.1% |
| 5Y | +41.1% | +1,036.1% | -995.0% | -33.4% |
| All | +136.0% | +2,317.4% | -2,181.4% | -16.2% |
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