+235.2%
XLI vs FIX
+4,032.2%
-3,796.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +1.2% |
| 7D | -0.5% | -7.2% | +6.8% | +0.9% |
| 30D | -0.2% | -35.1% | +34.9% | +11.4% |
| 3M | -8.6% | -34.3% | +25.7% | +1.2% |
| 6M | -2.0% | -42.9% | +40.9% | +11.7% |
| YTD | +9.7% | +19.5% | -9.7% | -0.7% |
| 1Y | +11.4% | +16.8% | -5.4% | +0.9% |
| 3Y | +74.2% | +506.7% | -432.5% | -16.6% |
| 5Y | +70.0% | +1,046.7% | -976.7% | -37.9% |
| 10Y | +235.2% | +3,800.0% | -3,564.7% | -20.8% |
| All | +235.2% | +4,032.2% | -3,796.9% | -20.8% |
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