+120.6%
COST vs FIX
+933.9%
-813.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.6% | -1.5% |
| 7D | +4.1% | -17.5% | +21.5% | +5.2% |
| 30D | +12.0% | -41.6% | +53.5% | +16.2% |
| 3M | +11.2% | -40.6% | +51.8% | +14.9% |
| 6M | +6.1% | -49.4% | +55.5% | +10.9% |
| YTD | +22.9% | +9.2% | +13.7% | +16.0% |
| 1Y | +14.7% | +6.5% | +8.3% | +8.3% |
| 3Y | +92.3% | +448.7% | -356.4% | +20.1% |
| All | +120.6% | +933.9% | -813.3% | +4.9% |
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