-4.1%
XLC vs FIX
+17.5%
-21.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | +3.1% | +16.9% | -13.8% | +3.0% |
| 30D | -4.2% | -30.6% | +26.4% | -4.3% |
| 3M | -2.1% | -35.1% | +33.0% | -2.1% |
| 6M | -6.6% | -44.0% | +37.4% | -6.0% |
| YTD | -7.8% | +21.0% | -28.8% | -12.7% |
| 1Y | -4.1% | +16.2% | -20.2% | -8.9% |
| All | -4.1% | +17.5% | -21.6% | -8.9% |
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 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