-3.7%
XLC vs FIX
+13.3%
-17.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +6.2% | -13.9% | +20.2% | +6.1% |
| 30D | -2.4% | -35.5% | +33.2% | -2.5% |
| 3M | -3.3% | -33.9% | +30.6% | -3.4% |
| 6M | -7.3% | -43.3% | +36.0% | -7.0% |
| YTD | -7.6% | +18.7% | -26.3% | -12.2% |
| 1Y | -3.7% | +13.8% | -17.5% | -8.3% |
| All | -3.7% | +13.3% | -17.0% | -8.3% |
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 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