+37.7%
XLC vs FIX
+2,061.9%
-2,024.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.8% | +6.0% | -6.9% | -1.7% |
| 30D | +1.0% | -7.2% | +8.3% | +2.0% |
| 3M | -0.7% | -15.9% | +15.2% | +1.0% |
| 6M | -5.1% | +12.7% | -17.9% | -9.0% |
| YTD | -4.3% | +72.8% | -77.1% | -15.5% |
| 1Y | -0.6% | +122.9% | -123.5% | -17.2% |
| 3Y | +72.7% | +774.3% | -701.6% | -5.5% |
| All | +37.7% | +2,061.9% | -2,024.2% | -47.7% |
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