+41.6%
XLE vs FIX
+13.3%
+28.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -6.7% | -13.9% | +7.2% | -7.0% |
| 30D | -4.4% | -35.5% | +31.1% | -5.8% |
| 3M | +4.0% | -33.9% | +37.9% | +2.6% |
| 6M | +13.2% | -43.3% | +56.5% | +11.2% |
| YTD | +41.9% | +18.7% | +23.2% | +41.5% |
| 1Y | +41.6% | +13.8% | +27.9% | +41.4% |
| All | +41.6% | +13.3% | +28.3% | +41.4% |
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