+12.3%
XLI vs FIX
+14.3%
-2.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.1% | +14.0% | +1.8% |
| 7D | +0.6% | -18.9% | +19.5% | +4.4% |
| 30D | -0.4% | -36.3% | +35.9% | +8.4% |
| 3M | -8.8% | -38.5% | +29.7% | -0.3% |
| 6M | -0.4% | -42.3% | +41.9% | +9.6% |
| YTD | +10.1% | +17.1% | -7.0% | +4.7% |
| 1Y | +12.3% | +14.4% | -2.1% | +7.0% |
| All | +12.3% | +14.3% | -2.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling