+228.0%
XLI vs FIX
+3,723.8%
-3,495.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -1.5% | -13.9% | +12.4% | +2.1% |
| 30D | -0.3% | -35.5% | +35.2% | +11.5% |
| 3M | -8.4% | -33.9% | +25.6% | +1.2% |
| 6M | -2.1% | -43.3% | +41.2% | +11.8% |
| YTD | +9.6% | +18.7% | -9.0% | -0.6% |
| 1Y | +10.7% | +13.8% | -3.1% | +1.1% |
| 3Y | +71.6% | +495.0% | -423.4% | -17.3% |
| 5Y | +70.8% | +1,049.0% | -978.3% | -37.6% |
| 10Y | +228.0% | +3,644.4% | -3,416.5% | -21.2% |
| All | +228.0% | +3,723.8% | -3,495.9% | -21.2% |
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