+186.7%
B vs FIX
+3,608.1%
-3,421.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | 0.0% |
| 7D | +9.6% | -17.5% | +27.0% | +11.4% |
| 30D | +3.5% | -41.6% | +45.1% | +9.4% |
| 3M | -1.6% | -40.6% | +39.0% | +3.6% |
| 6M | -1.7% | -49.4% | +47.7% | +5.0% |
| YTD | -5.3% | +9.2% | -14.5% | -6.4% |
| 1Y | +27.2% | +6.5% | +20.8% | +26.0% |
| 3Y | +166.1% | +448.7% | -282.6% | +127.5% |
| 5Y | +136.5% | +948.7% | -812.2% | +92.3% |
| All | +186.7% | +3,608.1% | -3,421.5% | +155.5% |
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