+188.2%
B vs FIX
+5,813.3%
-5,625.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -1.6% | +6.0% | -7.6% | -2.2% |
| 30D | +9.4% | -7.2% | +16.7% | +10.2% |
| 3M | +5.0% | -15.9% | +20.8% | +6.6% |
| 6M | -3.5% | +12.7% | -16.3% | -5.0% |
| YTD | +4.5% | +72.8% | -68.3% | -1.1% |
| 1Y | +67.8% | +122.9% | -55.1% | +55.4% |
| 3Y | +196.7% | +774.3% | -577.6% | +144.1% |
| 5Y | +151.9% | +2,049.5% | -1,897.5% | +95.3% |
| All | +188.2% | +5,813.3% | -5,625.1% | +127.7% |
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 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