+1,127.6%
XLY vs FIX
+11,476.6%
-10,349.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | -2.0% | +6.0% | -8.0% | -3.1% |
| 30D | -3.1% | -7.2% | +4.1% | -2.0% |
| 3M | -1.8% | -15.9% | +14.0% | +0.4% |
| 6M | -0.9% | +12.7% | -13.6% | -4.8% |
| YTD | -3.4% | +72.8% | -76.2% | -15.1% |
| 1Y | -1.5% | +122.9% | -124.4% | -18.4% |
| 3Y | +38.8% | +774.3% | -735.5% | -15.9% |
| 5Y | +30.5% | +2,049.5% | -2,019.0% | -34.0% |
| 10Y | +215.3% | +5,821.5% | -5,606.2% | +27.1% |
| All | +1,127.6% | +11,476.6% | -10,349.1% | +254.3% |
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