+177.9%
XOM vs FIX
+5,976.4%
-5,798.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.3% |
| 7D | -2.4% | +6.1% | -8.4% | -3.4% |
| 30D | +5.7% | -2.7% | +8.3% | +5.9% |
| 3M | +6.6% | -10.9% | +17.5% | +7.5% |
| 6M | +7.7% | +29.0% | -21.3% | -0.3% |
| YTD | +36.2% | +76.9% | -40.7% | +16.9% |
| 1Y | +50.5% | +130.7% | -80.3% | +20.0% |
| 3Y | +53.4% | +790.7% | -737.3% | -22.8% |
| 5Y | +254.2% | +2,185.6% | -1,931.4% | +24.9% |
| 10Y | +177.9% | +5,993.3% | -5,815.4% | -23.6% |
| All | +177.9% | +5,976.4% | -5,798.5% | -23.6% |
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 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