+222.7%
B vs FIX
+3,814.3%
-3,591.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.1% |
| 7D | -2.7% | +6.4% | -9.1% | -3.5% |
| 30D | -4.3% | -29.1% | +24.7% | -1.0% |
| 3M | -2.3% | -31.1% | +28.9% | +1.2% |
| 6M | -16.2% | -42.8% | +26.6% | -11.7% |
| YTD | -8.8% | +24.6% | -33.5% | -11.2% |
| 1Y | +11.4% | +21.9% | -10.6% | +8.6% |
| 3Y | +174.3% | +524.9% | -350.6% | +129.5% |
| 5Y | +116.2% | +1,092.2% | -976.0% | +71.6% |
| 10Y | +222.7% | +3,759.0% | -3,536.3% | +152.6% |
| All | +222.7% | +3,814.3% | -3,591.5% | +152.6% |
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