+169.4%
XLV vs FIX
+6,344.9%
-6,175.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -1.0% |
| 7D | -3.6% | +5.0% | -8.5% | -4.2% |
| 30D | -1.8% | -2.7% | +0.9% | -1.7% |
| 3M | +7.8% | -8.2% | +16.0% | +8.0% |
| 6M | +9.1% | +20.3% | -11.1% | +4.6% |
| YTD | +7.7% | +81.4% | -73.7% | -3.2% |
| 1Y | +20.4% | +121.5% | -101.1% | +4.1% |
| 3Y | +30.8% | +807.4% | -776.7% | -17.2% |
| 5Y | +34.6% | +2,306.7% | -2,272.1% | -32.6% |
| All | +169.4% | +6,344.9% | -6,175.6% | +8.3% |
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 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