+61.0%
XLC vs FIX
+448.6%
-387.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | 0.0% |
| 7D | +4.9% | -17.5% | +22.3% | +6.2% |
| 30D | -5.8% | -41.6% | +35.8% | -2.0% |
| 3M | -5.4% | -40.6% | +35.2% | -1.9% |
| 6M | -10.2% | -49.4% | +39.2% | -5.8% |
| YTD | -10.2% | +9.2% | -19.4% | -14.6% |
| 1Y | -5.6% | +6.5% | -12.1% | -10.2% |
| 3Y | +61.0% | +448.7% | -387.7% | +14.2% |
| All | +61.0% | +448.6% | -387.6% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling