+34.9%
XLV vs FIX
+2,121.3%
-2,086.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | -1.4% | -5.7% | +4.3% | -1.1% |
| 3M | +8.9% | -7.4% | +16.3% | +8.8% |
| 6M | +9.1% | +15.1% | -6.0% | +6.7% |
| YTD | +7.9% | +70.7% | -62.8% | +1.9% |
| 1Y | +22.7% | +111.9% | -89.2% | +13.2% |
| 3Y | +31.9% | +759.5% | -727.6% | -2.4% |
| 5Y | +34.9% | +2,164.4% | -2,129.5% | -21.8% |
| All | +34.9% | +2,121.3% | -2,086.4% | -21.8% |
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