+110.2%
COST vs FIX
+2,061.9%
-1,951.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.2% |
| 7D | -3.1% | +6.0% | -9.2% | -3.6% |
| 30D | -2.8% | -7.2% | +4.5% | -2.3% |
| 3M | -5.7% | -15.9% | +10.2% | -4.7% |
| 6M | -8.8% | +12.7% | -21.5% | -11.4% |
| YTD | +6.7% | +72.8% | -66.1% | -2.1% |
| 1Y | -3.6% | +122.9% | -126.5% | -15.6% |
| 3Y | +75.1% | +774.3% | -699.2% | +7.8% |
| All | +110.2% | +2,061.9% | -1,951.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling