+925.7%
XLV vs FIX
+11,476.6%
-10,551.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.3% |
| 7D | +0.2% | +6.0% | -5.9% | -0.6% |
| 30D | +4.4% | -7.2% | +11.7% | +5.2% |
| 3M | +13.2% | -15.9% | +29.1% | +14.7% |
| 6M | +10.1% | +12.7% | -2.6% | +7.0% |
| YTD | +11.7% | +72.8% | -61.1% | +2.5% |
| 1Y | +26.9% | +122.9% | -96.0% | +11.9% |
| 3Y | +35.0% | +774.3% | -739.3% | -4.4% |
| 5Y | +35.9% | +2,049.5% | -2,013.6% | -16.0% |
| 10Y | +179.0% | +5,821.5% | -5,642.5% | +45.9% |
| All | +925.7% | +11,476.6% | -10,551.0% | +319.7% |
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