+43.4%
XOM vs FIX
+14.0%
+29.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -0.1% |
| 7D | -8.3% | -7.2% | -1.1% | -8.5% |
| 30D | -2.5% | -35.1% | +32.6% | -5.8% |
| 3M | +8.3% | -34.3% | +42.6% | +4.9% |
| 6M | +15.5% | -42.9% | +58.4% | +11.0% |
| YTD | +39.6% | +19.5% | +20.2% | +41.4% |
| All | +43.4% | +14.0% | +29.3% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling