+51.8%
XLY vs FIX
+503.5%
-451.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +2.0% | +9.4% | -7.4% | +0.6% |
| 30D | +7.6% | -27.8% | +35.4% | +12.2% |
| 3M | +1.5% | -35.6% | +37.1% | +7.3% |
| 6M | +1.5% | -45.2% | +46.7% | +9.5% |
| YTD | +1.1% | +19.5% | -18.4% | -6.3% |
| 1Y | +4.3% | +24.2% | -20.0% | -4.3% |
| 3Y | +51.8% | +494.2% | -442.4% | -7.7% |
| All | +51.8% | +503.5% | -451.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling