+7,998.6%
COST vs FIX
+12,471.5%
-4,472.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.3% |
| 7D | -3.1% | +6.0% | -9.2% | -3.9% |
| 30D | -2.8% | -7.2% | +4.5% | -2.0% |
| 3M | -5.7% | -15.9% | +10.2% | -4.4% |
| 6M | -8.8% | +12.7% | -21.5% | -11.6% |
| YTD | +6.7% | +72.8% | -66.1% | -2.8% |
| 1Y | -3.6% | +122.9% | -126.5% | -16.0% |
| 3Y | +75.1% | +774.3% | -699.2% | +21.2% |
| 5Y | +108.9% | +2,049.5% | -1,940.6% | +26.1% |
| 10Y | +586.2% | +5,821.5% | -5,235.3% | +244.6% |
| All | +7,998.6% | +12,471.5% | -4,472.9% | +2,902.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling