+988.5%
XLE vs FIX
+6,836.9%
-5,848.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.6% | +8.6% | -0.7% |
| 7D | -10.3% | -27.2% | +16.9% | -5.0% |
| 30D | -3.3% | -46.9% | +43.6% | +8.3% |
| 3M | +8.2% | -44.4% | +52.6% | +19.6% |
| 6M | +5.0% | -50.9% | +55.9% | +17.5% |
| YTD | +40.6% | +3.5% | +37.0% | +33.5% |
| 1Y | +45.0% | -2.1% | +47.1% | +38.7% |
| 3Y | +56.3% | +418.7% | -362.4% | -0.8% |
| 5Y | +152.2% | +894.6% | -742.3% | +36.5% |
| 10Y | +173.0% | +3,465.5% | -3,292.5% | +12.0% |
| All | +988.5% | +6,836.9% | -5,848.4% | +225.3% |
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