+1,032.9%
XLI vs FIX
+7,214.7%
-6,181.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.0% |
| 7D | -2.8% | -17.5% | +14.6% | +0.7% |
| 30D | -3.1% | -41.6% | +38.5% | +7.4% |
| 3M | -11.7% | -40.6% | +28.9% | -2.8% |
| 6M | -7.6% | -49.4% | +41.8% | +4.4% |
| YTD | +5.7% | +9.2% | -3.5% | +0.9% |
| 1Y | +7.8% | +6.5% | +1.4% | +3.2% |
| 3Y | +67.4% | +448.7% | -381.3% | +7.9% |
| 5Y | +64.8% | +948.7% | -883.9% | -8.5% |
| 10Y | +241.2% | +3,659.7% | -3,418.5% | +42.6% |
| All | +1,032.9% | +7,214.7% | -6,181.8% | +237.3% |
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