+9,231.2%
COST vs FIX
+7,843.3%
+1,387.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.6% | -1.8% |
| 7D | +4.1% | -17.5% | +21.5% | +6.1% |
| 30D | +12.0% | -41.6% | +53.5% | +18.9% |
| 3M | +11.2% | -40.6% | +51.8% | +17.4% |
| 6M | +6.1% | -49.4% | +55.5% | +13.5% |
| YTD | +22.9% | +9.2% | +13.7% | +17.5% |
| 1Y | +14.7% | +6.5% | +8.3% | +9.7% |
| 3Y | +92.3% | +448.7% | -356.4% | +40.2% |
| 5Y | +116.6% | +948.7% | -832.1% | +42.4% |
| 10Y | +775.4% | +3,659.7% | -2,884.3% | +362.3% |
| All | +9,231.2% | +7,843.3% | +1,387.8% | +3,531.7% |
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