+218.3%
C vs FIX
+3,814.3%
-3,595.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | -0.2% |
| 7D | -0.4% | +6.4% | -6.9% | -2.9% |
| 30D | -5.3% | -29.1% | +23.8% | +5.1% |
| 3M | -8.0% | -31.1% | +23.1% | +2.3% |
| 6M | -0.3% | -42.8% | +42.6% | +17.0% |
| YTD | +8.6% | +24.6% | -16.0% | -7.2% |
| 1Y | +25.8% | +21.9% | +3.9% | +7.7% |
| 3Y | +221.2% | +524.9% | -303.8% | +21.0% |
| 5Y | +113.6% | +1,092.2% | -978.7% | -44.4% |
| 10Y | +218.3% | +3,759.0% | -3,540.7% | -53.2% |
| All | +218.3% | +3,814.3% | -3,595.9% | -53.2% |
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