+9,343.0%
COST vs FIX
+8,590.7%
+752.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.4% | -8.2% | 0.0% |
| 7D | +2.5% | -7.2% | +9.7% | +2.9% |
| 30D | +12.8% | -35.1% | +47.9% | +18.1% |
| 3M | +12.7% | -34.3% | +46.9% | +17.5% |
| 6M | +6.0% | -42.9% | +48.9% | +11.6% |
| YTD | +24.4% | +19.5% | +4.9% | +17.6% |
| 1Y | +16.2% | +16.8% | -0.5% | +9.8% |
| 3Y | +96.9% | +506.7% | -409.8% | +41.7% |
| 5Y | +121.1% | +1,046.7% | -925.6% | +43.7% |
| 10Y | +758.4% | +3,800.0% | -3,041.5% | +351.3% |
| All | +9,343.0% | +8,590.7% | +752.3% | +3,532.7% |
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