+174.3%
XLE vs FIX
+5,813.3%
-5,639.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +2.2% | +6.0% | -3.8% | +0.7% |
| 30D | +11.8% | -7.2% | +19.0% | +13.5% |
| 3M | +9.8% | -15.9% | +25.7% | +12.8% |
| 6M | +15.6% | +12.7% | +2.8% | +8.2% |
| YTD | +45.3% | +72.8% | -27.5% | +19.6% |
| 1Y | +48.3% | +122.9% | -74.6% | +11.2% |
| 3Y | +55.4% | +774.3% | -718.9% | -34.4% |
| 5Y | +216.1% | +2,049.5% | -1,833.4% | -11.6% |
| All | +174.3% | +5,813.3% | -5,639.0% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling