+1,238.5%
XOM vs FIX
+8,590.7%
-7,352.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -2.0% |
| 7D | -8.3% | -7.2% | -1.1% | -7.6% |
| 30D | -2.5% | -35.1% | +32.6% | +3.0% |
| 3M | +8.3% | -34.3% | +42.6% | +13.8% |
| 6M | +15.5% | -42.9% | +58.4% | +22.7% |
| YTD | +39.6% | +19.5% | +20.2% | +31.2% |
| 1Y | +44.6% | +16.8% | +27.8% | +35.9% |
| 3Y | +76.6% | +506.7% | -430.1% | +21.4% |
| 5Y | +195.8% | +1,046.7% | -850.9% | +80.1% |
| 10Y | +191.6% | +3,800.0% | -3,608.4% | +43.8% |
| All | +1,238.5% | +8,590.7% | -7,352.2% | +383.7% |
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