+64.6%
XLC vs FIX
+529.6%
-465.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | +0.4% |
| 7D | +3.5% | +6.4% | -3.0% | +2.9% |
| 30D | -2.6% | -29.1% | +26.5% | -0.2% |
| 3M | -2.1% | -31.1% | +29.1% | +0.3% |
| 6M | -5.5% | -42.8% | +37.3% | -1.7% |
| YTD | -6.9% | +24.6% | -31.6% | -12.5% |
| 1Y | -3.7% | +21.9% | -25.7% | -9.4% |
| All | +64.6% | +529.6% | -465.0% | +16.0% |
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