+1,024.7%
XLE vs FIX
+11,476.6%
-10,451.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +2.2% | +6.0% | -3.8% | +1.0% |
| 30D | +11.8% | -7.2% | +19.0% | +13.2% |
| 3M | +9.8% | -15.9% | +25.7% | +12.2% |
| 6M | +15.6% | +12.7% | +2.8% | +10.2% |
| YTD | +45.3% | +72.8% | -27.5% | +26.3% |
| 1Y | +48.3% | +122.9% | -74.6% | +20.9% |
| 3Y | +55.4% | +774.3% | -718.9% | -10.2% |
| 5Y | +216.1% | +2,049.5% | -1,833.4% | +48.1% |
| 10Y | +178.4% | +5,821.5% | -5,643.1% | +4.4% |
| All | +1,024.7% | +11,476.6% | -10,451.9% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling