+216.9%
B vs FIX
+3,615.9%
-3,399.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.8% |
| 7D | -6.2% | +17.0% | -23.2% | -7.9% |
| 30D | -6.6% | -30.6% | +24.0% | -3.2% |
| 3M | -7.9% | -35.0% | +27.2% | -3.9% |
| 6M | -16.8% | -44.0% | +27.1% | -12.1% |
| YTD | -11.7% | +21.1% | -32.8% | -13.7% |
| 1Y | +3.5% | +16.3% | -12.8% | +1.4% |
| 3Y | +165.7% | +507.4% | -341.7% | +123.0% |
| 5Y | +108.4% | +1,052.1% | -943.7% | +65.9% |
| All | +216.9% | +3,615.9% | -3,399.0% | +147.6% |
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