+48.2%
XLU vs FIX
+764.7%
-716.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +0.6% | +3.5% | -2.9% | +0.4% |
| 30D | -0.4% | -3.5% | +3.1% | -0.2% |
| 3M | -1.7% | -11.8% | +10.0% | -1.2% |
| 6M | -7.1% | +17.8% | -24.9% | -9.1% |
| YTD | +1.9% | +73.3% | -71.4% | -3.7% |
| 1Y | +6.1% | +128.1% | -122.0% | -2.4% |
| All | +48.2% | +764.7% | -716.5% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling