+1,117.4%
XLI vs FIX
+11,476.6%
-10,359.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -1.1% | +6.0% | -7.1% | -2.3% |
| 30D | -5.9% | -7.2% | +1.3% | -4.6% |
| 3M | -0.3% | -15.9% | +15.6% | +2.5% |
| 6M | +0.1% | +12.7% | -12.6% | -3.6% |
| YTD | +13.6% | +72.8% | -59.2% | -0.4% |
| 1Y | +17.2% | +122.9% | -105.7% | -3.5% |
| 3Y | +68.2% | +774.3% | -706.1% | -0.9% |
| 5Y | +80.7% | +2,049.5% | -1,968.8% | -12.8% |
| 10Y | +253.3% | +5,821.5% | -5,568.2% | +35.3% |
| All | +1,117.4% | +11,476.6% | -10,359.2% | +232.9% |
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