+27.6%
XLY vs FIX
+2,121.3%
-2,093.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -3.9% | +0.7% | -4.5% | -4.0% |
| 30D | -6.1% | -5.7% | -0.4% | -5.2% |
| 3M | -1.2% | -7.4% | +6.3% | -0.8% |
| 6M | -1.8% | +15.1% | -16.9% | -7.4% |
| YTD | -5.9% | +70.7% | -76.6% | -20.5% |
| 1Y | -3.1% | +111.9% | -115.0% | -23.8% |
| 3Y | +36.0% | +759.5% | -723.5% | -39.8% |
| 5Y | +27.6% | +2,164.4% | -2,136.8% | -64.6% |
| All | +27.6% | +2,121.3% | -2,093.7% | -64.6% |
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