+758.9%
COST vs FIX
+3,723.8%
-2,964.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +4.6% | -13.9% | +18.5% | +5.9% |
| 30D | +12.8% | -35.5% | +48.3% | +17.6% |
| 3M | +12.1% | -33.9% | +46.0% | +16.2% |
| 6M | +6.0% | -43.3% | +49.3% | +11.1% |
| YTD | +24.4% | +18.7% | +5.7% | +16.7% |
| 1Y | +17.1% | +13.8% | +3.4% | +10.2% |
| 3Y | +92.2% | +495.0% | -402.8% | +28.9% |
| 5Y | +122.5% | +1,049.0% | -926.5% | +29.2% |
| 10Y | +758.9% | +3,644.4% | -2,885.5% | +291.0% |
| All | +758.9% | +3,723.8% | -2,964.9% | +291.0% |
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