+223.5%
C vs FIX
+3,608.1%
-3,384.6%
-56.5%
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% | -1.4% |
| 7D | -2.4% | -17.5% | +15.1% | +3.4% |
| 30D | -6.0% | -41.6% | +35.6% | +11.9% |
| 3M | -10.5% | -40.6% | +30.0% | +4.9% |
| 6M | -5.7% | -49.4% | +43.7% | +15.5% |
| YTD | +4.1% | +9.2% | -5.0% | -6.7% |
| 1Y | +20.5% | +6.5% | +14.0% | +8.4% |
| 3Y | +208.1% | +448.7% | -240.6% | +21.5% |
| 5Y | +110.4% | +948.7% | -838.3% | -42.7% |
| All | +223.5% | +3,608.1% | -3,384.6% | -53.1% |
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