+208.6%
B vs FIX
+3,723.8%
-3,515.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | +7.1% | -13.9% | +21.1% | +8.5% |
| 30D | -3.3% | -35.5% | +32.2% | +1.1% |
| 3M | -2.5% | -33.9% | +31.4% | +1.5% |
| 6M | -7.2% | -43.3% | +36.1% | -2.0% |
| YTD | -7.4% | +18.7% | -26.0% | -9.3% |
| 1Y | +16.4% | +13.8% | +2.7% | +14.4% |
| 3Y | +178.7% | +495.0% | -316.2% | +135.0% |
| 5Y | +121.7% | +1,049.0% | -927.4% | +77.3% |
| 10Y | +208.6% | +3,644.4% | -3,435.8% | +148.9% |
| All | +208.6% | +3,723.8% | -3,515.2% | +148.9% |
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