+227.3%
XLI vs FIX
+3,615.9%
-3,388.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | +4.3% | +17.0% | -12.7% | -0.4% |
| 30D | +0.5% | -30.6% | +31.0% | +10.0% |
| 3M | -8.6% | -35.0% | +26.4% | +1.4% |
| 6M | -2.3% | -44.0% | +41.6% | +11.9% |
| YTD | +10.1% | +21.1% | -11.0% | -0.8% |
| 1Y | +11.0% | +16.3% | -5.3% | +0.7% |
| 3Y | +72.3% | +507.4% | -435.1% | -17.5% |
| 5Y | +70.8% | +1,052.1% | -981.2% | -37.6% |
| All | +227.3% | +3,615.9% | -3,388.5% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling