+1,195.7%
XOM vs FIX
+12,471.5%
-11,275.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | +1.8% | +6.0% | -4.3% | +0.9% |
| 30D | +5.9% | -7.2% | +13.1% | +6.8% |
| 3M | +5.6% | -15.9% | +21.4% | +7.2% |
| 6M | +7.9% | +12.7% | -4.9% | +4.0% |
| YTD | +35.2% | +72.8% | -37.6% | +21.6% |
| 1Y | +46.0% | +122.9% | -76.9% | +25.1% |
| 3Y | +55.0% | +774.3% | -719.3% | +1.7% |
| 5Y | +246.3% | +2,049.5% | -1,803.2% | +93.2% |
| 10Y | +181.0% | +5,821.5% | -5,640.5% | +31.4% |
| All | +1,195.7% | +12,471.5% | -11,275.7% | +348.1% |
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