+152.2%
XLE vs FIX
+929.6%
-777.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.6% | +8.6% | -1.8% |
| 7D | -10.3% | -27.2% | +16.9% | -7.6% |
| 30D | -3.3% | -46.9% | +43.6% | +2.5% |
| 3M | +8.2% | -44.4% | +52.6% | +13.9% |
| 6M | +5.0% | -50.9% | +55.9% | +11.5% |
| YTD | +40.6% | +3.5% | +37.0% | +34.0% |
| 1Y | +45.0% | -2.1% | +47.1% | +38.9% |
| 3Y | +56.3% | +418.7% | -362.4% | +2.4% |
| 5Y | +152.2% | +894.6% | -742.3% | +32.4% |
| All | +152.2% | +929.6% | -777.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling