+49.9%
XLE vs FIX
+14.3%
+35.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -15.1% | +10.3% | -5.1% |
| 7D | -7.2% | -18.9% | +11.7% | -7.7% |
| 30D | +0.1% | -36.3% | +36.4% | -1.4% |
| 3M | +9.2% | -38.5% | +47.7% | +7.4% |
| 6M | +8.4% | -42.3% | +50.6% | +6.6% |
| YTD | +44.9% | +17.1% | +27.8% | +44.7% |
| 1Y | +49.9% | +14.4% | +35.5% | +50.0% |
| All | +49.9% | +14.3% | +35.6% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling