+54.0%
XLV vs FIX
+1,026.2%
-972.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +2.2% | +9.4% | -7.2% | +1.7% |
| 30D | +8.6% | -27.8% | +36.3% | +10.1% |
| 3M | +12.6% | -35.6% | +48.1% | +14.7% |
| 6M | +29.8% | -45.2% | +75.0% | +33.3% |
| YTD | +23.5% | +19.5% | +4.0% | +18.4% |
| 1Y | +25.7% | +24.2% | +1.5% | +20.0% |
| 3Y | +56.3% | +494.2% | -437.8% | +17.3% |
| All | +54.0% | +1,026.2% | -972.2% | -4.4% |
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