+602.0%
COST vs FIX
+5,976.4%
-5,374.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -3.2% | +6.1% | -9.2% | -3.8% |
| 30D | -4.0% | -2.7% | -1.3% | -3.8% |
| 3M | -6.5% | -10.9% | +4.5% | -6.0% |
| 6M | -8.5% | +29.0% | -37.5% | -13.0% |
| YTD | +6.0% | +76.9% | -70.9% | -3.9% |
| 1Y | -5.8% | +130.7% | -136.5% | -18.7% |
| 3Y | +71.8% | +790.7% | -718.8% | +12.0% |
| 5Y | +106.2% | +2,185.6% | -2,079.3% | +12.0% |
| 10Y | +602.0% | +5,993.3% | -5,391.3% | +222.5% |
| All | +602.0% | +5,976.4% | -5,374.3% | +222.5% |
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