+261.8%
XOM vs FIX
+2,151.9%
-1,890.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.3% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | +3.4% | -3.5% | +7.0% | +3.5% |
| 3M | +11.0% | -11.8% | +22.8% | +11.3% |
| 6M | +10.6% | +17.8% | -7.2% | +8.4% |
| YTD | +39.2% | +73.3% | -34.1% | +31.5% |
| 1Y | +52.7% | +128.1% | -75.4% | +39.6% |
| 3Y | +56.8% | +772.7% | -715.9% | +11.8% |
| 5Y | +261.8% | +2,166.4% | -1,904.7% | +83.3% |
| All | +261.8% | +2,151.9% | -1,890.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling