+142.5%
XLC vs FIX
+3,396.2%
-3,253.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.8% | +6.0% | -6.9% | -1.9% |
| 30D | +1.0% | -7.2% | +8.3% | +2.2% |
| 3M | -0.7% | -15.9% | +15.2% | +1.3% |
| 6M | -5.1% | +12.7% | -17.9% | -9.5% |
| YTD | -4.3% | +72.8% | -77.1% | -17.0% |
| 1Y | -0.6% | +122.9% | -123.5% | -19.3% |
| 3Y | +72.7% | +774.3% | -701.6% | -6.3% |
| 5Y | +38.0% | +2,049.5% | -2,011.5% | -42.3% |
| All | +142.5% | +3,396.2% | -3,253.7% | -18.3% |
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