+167.2%
XLE vs FIX
+3,608.1%
-3,440.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | -1.3% |
| 7D | -12.0% | -17.5% | +5.5% | -8.3% |
| 30D | -2.7% | -41.6% | +38.8% | +9.4% |
| 3M | +6.6% | -40.6% | +47.2% | +18.8% |
| 6M | +9.5% | -49.4% | +58.9% | +25.2% |
| YTD | +40.6% | +9.2% | +31.4% | +27.1% |
| 1Y | +43.6% | +6.5% | +37.1% | +29.9% |
| 3Y | +58.1% | +448.7% | -390.6% | -27.1% |
| 5Y | +152.2% | +948.7% | -796.5% | -15.3% |
| All | +167.2% | +3,608.1% | -3,440.9% | -41.9% |
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