+41.6%
XLC vs FIX
+1,045.2%
-1,003.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +6.2% | -13.9% | +20.2% | +7.9% |
| 30D | -2.4% | -35.5% | +33.2% | +3.0% |
| 3M | -3.3% | -33.9% | +30.6% | +1.2% |
| 6M | -7.3% | -43.3% | +36.0% | -1.5% |
| YTD | -7.6% | +18.7% | -26.3% | -14.9% |
| 1Y | -3.7% | +13.8% | -17.5% | -10.8% |
| 3Y | +62.9% | +495.0% | -432.0% | -7.3% |
| 5Y | +41.6% | +1,049.0% | -1,007.4% | -40.6% |
| All | +41.6% | +1,045.2% | -1,003.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling