+149.9%
XLE vs FIX
+933.9%
-784.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | -0.6% |
| 7D | -12.0% | -17.5% | +5.5% | -10.4% |
| 30D | -2.7% | -41.6% | +38.8% | +2.1% |
| 3M | +6.6% | -40.6% | +47.2% | +11.5% |
| 6M | +9.5% | -49.4% | +58.9% | +16.0% |
| YTD | +40.6% | +9.2% | +31.4% | +33.2% |
| 1Y | +43.6% | +6.5% | +37.1% | +36.2% |
| 3Y | +58.1% | +448.7% | -390.6% | +2.9% |
| All | +149.9% | +933.9% | -784.0% | +30.6% |
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