+43.8%
XLU vs FIX
+2,151.9%
-2,108.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +0.6% | +3.5% | -2.9% | +0.3% |
| 30D | -0.4% | -3.5% | +3.1% | -0.2% |
| 3M | -1.7% | -11.8% | +10.0% | -1.0% |
| 6M | -7.1% | +17.8% | -24.9% | -9.8% |
| YTD | +1.9% | +73.3% | -71.4% | -5.6% |
| 1Y | +6.1% | +128.1% | -122.0% | -5.4% |
| 3Y | +48.8% | +772.7% | -723.9% | +5.1% |
| 5Y | +43.8% | +2,166.4% | -2,122.7% | -19.3% |
| All | +43.8% | +2,151.9% | -2,108.1% | -19.3% |
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 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