+191.6%
XOM vs FIX
+4,032.2%
-3,840.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -2.3% |
| 7D | -8.3% | -7.2% | -1.1% | -7.5% |
| 30D | -2.5% | -35.1% | +32.6% | +4.3% |
| 3M | +8.3% | -34.3% | +42.6% | +15.1% |
| 6M | +15.5% | -42.9% | +58.4% | +24.5% |
| YTD | +39.6% | +19.5% | +20.2% | +26.7% |
| 1Y | +44.6% | +16.8% | +27.8% | +31.1% |
| 3Y | +76.6% | +506.7% | -430.1% | -7.3% |
| 5Y | +195.8% | +1,046.7% | -850.9% | +19.8% |
| 10Y | +191.6% | +3,800.0% | -3,608.4% | -18.9% |
| All | +191.6% | +4,032.2% | -3,840.6% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling