+643.4%
XLU vs FIX
+11,476.6%
-10,833.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +0.8% | +6.0% | -5.2% | +0.2% |
| 30D | -1.3% | -7.2% | +5.9% | -0.6% |
| 3M | -1.3% | -15.9% | +14.5% | -0.1% |
| 6M | -7.6% | +12.7% | -20.4% | -9.8% |
| YTD | +2.3% | +72.8% | -70.5% | -5.0% |
| 1Y | +5.8% | +122.9% | -117.1% | -4.9% |
| 3Y | +50.5% | +774.3% | -723.8% | +12.7% |
| 5Y | +44.1% | +2,049.5% | -2,005.4% | -3.5% |
| 10Y | +138.2% | +5,821.5% | -5,683.2% | +39.5% |
| All | +643.4% | +11,476.6% | -10,833.3% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling