+67.2%
F vs FIX
+3,615.9%
-3,548.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.0% |
| 7D | -3.9% | +17.0% | -20.9% | -8.4% |
| 30D | -0.5% | -30.6% | +30.1% | +9.1% |
| 3M | -12.9% | -35.0% | +22.1% | -3.3% |
| 6M | +1.5% | -44.0% | +45.5% | +16.3% |
| YTD | -5.0% | +21.1% | -26.2% | -17.2% |
| 1Y | -7.3% | +16.3% | -23.6% | -18.5% |
| 3Y | +45.3% | +507.4% | -462.1% | -38.7% |
| 5Y | -15.8% | +1,052.1% | -1,067.8% | -74.4% |
| All | +67.2% | +3,615.9% | -3,548.7% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling