+220.1%
C vs FIX
+4,032.2%
-3,812.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | -0.9% |
| 7D | -0.9% | -7.2% | +6.3% | +0.6% |
| 30D | -5.4% | -35.1% | +29.7% | +8.4% |
| 3M | -9.2% | -34.3% | +25.1% | +2.7% |
| 6M | -1.8% | -42.9% | +41.1% | +15.1% |
| YTD | +6.7% | +19.5% | -12.8% | -7.4% |
| 1Y | +23.5% | +16.8% | +6.7% | +7.4% |
| 3Y | +219.8% | +506.7% | -286.9% | +21.5% |
| 5Y | +112.4% | +1,046.7% | -934.3% | -44.0% |
| 10Y | +220.1% | +3,800.0% | -3,579.9% | -53.5% |
| All | +220.1% | +4,032.2% | -3,812.1% | -53.5% |
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