+52.7%
XLU vs FIX
+1,107.4%
-1,054.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.3% |
| 7D | +0.5% | +6.4% | -6.0% | -0.2% |
| 30D | +5.3% | -29.1% | +34.3% | +8.3% |
| 3M | +1.2% | -31.1% | +32.3% | +4.3% |
| 6M | -1.6% | -42.8% | +41.2% | +2.9% |
| YTD | +4.8% | +24.6% | -19.9% | -0.4% |
| 1Y | +0.5% | +21.9% | -21.5% | -4.4% |
| 3Y | +58.9% | +524.9% | -466.0% | +15.0% |
| 5Y | +52.7% | +1,092.2% | -1,039.5% | -7.7% |
| All | +52.7% | +1,107.4% | -1,054.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling