+293.4%
C vs FIX
+5,813.3%
-5,519.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | +3.6% | +6.0% | -2.4% | +1.4% |
| 30D | +0.1% | -7.2% | +7.3% | +2.4% |
| 3M | +2.4% | -15.9% | +18.3% | +7.2% |
| 6M | +24.9% | +12.7% | +12.2% | +15.9% |
| YTD | +19.8% | +72.8% | -53.0% | -6.3% |
| 1Y | +44.9% | +122.9% | -78.0% | +0.5% |
| 3Y | +263.0% | +774.3% | -511.3% | +26.1% |
| 5Y | +129.5% | +2,049.5% | -1,920.0% | -50.7% |
| All | +293.4% | +5,813.3% | -5,519.8% | -43.5% |
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