+135.9%
XLU vs FIX
+6,344.9%
-6,209.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -1.3% |
| 7D | -1.6% | +5.0% | -6.6% | -2.4% |
| 30D | -3.3% | -2.7% | -0.6% | -3.1% |
| 3M | -3.2% | -8.2% | +5.1% | -2.7% |
| 6M | -7.0% | +20.3% | -27.2% | -11.0% |
| YTD | +0.6% | +81.4% | -80.8% | -10.6% |
| 1Y | +2.4% | +121.5% | -119.1% | -12.6% |
| 3Y | +46.3% | +807.4% | -761.2% | -9.4% |
| 5Y | +44.0% | +2,306.7% | -2,262.8% | -29.6% |
| All | +135.9% | +6,344.9% | -6,209.1% | -7.1% |
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