+72.7%
XLC vs FIX
+782.4%
-709.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -0.8% | +6.0% | -6.9% | -1.4% |
| 30D | +1.0% | -7.2% | +8.3% | +1.6% |
| 3M | -0.7% | -15.9% | +15.2% | +0.4% |
| 6M | -5.1% | +12.7% | -17.9% | -7.8% |
| YTD | -4.3% | +72.8% | -77.1% | -12.0% |
| 1Y | -0.6% | +122.9% | -123.5% | -12.1% |
| All | +72.7% | +782.4% | -709.7% | +22.9% |
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 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