+5.8%
XLU vs FIX
+128.3%
-122.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +0.8% | +6.0% | -5.2% | +0.4% |
| 30D | -1.3% | -7.2% | +5.9% | -0.9% |
| 3M | -1.3% | -15.9% | +14.5% | -0.5% |
| 6M | -7.6% | +12.7% | -20.4% | -9.5% |
| YTD | +2.3% | +72.8% | -70.5% | -3.8% |
| 1Y | +5.8% | +122.9% | -117.1% | -3.2% |
| All | +5.8% | +128.3% | -122.5% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling