+135.8%
XLC vs FIX
+2,422.0%
-2,286.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -0.1% |
| 7D | +3.5% | +6.4% | -3.0% | +2.1% |
| 30D | -2.6% | -29.1% | +26.5% | +2.6% |
| 3M | -2.1% | -31.1% | +29.1% | +3.1% |
| 6M | -5.5% | -42.8% | +37.3% | +2.0% |
| YTD | -6.9% | +24.6% | -31.6% | -15.5% |
| 1Y | -3.7% | +21.9% | -25.7% | -12.5% |
| 3Y | +64.2% | +524.9% | -460.7% | -6.3% |
| 5Y | +43.0% | +1,092.2% | -1,049.2% | -33.1% |
| All | +135.8% | +2,422.0% | -2,286.2% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling