+3,759.0%
FIX vs A
+308.8%
+3,450.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.3% |
| 7D | +6.4% | -0.1% | +6.6% | +6.8% |
| 30D | -29.1% | +3.3% | -32.4% | -30.0% |
| 3M | -31.1% | +18.5% | -49.7% | -37.1% |
| 6M | -42.8% | +59.3% | -102.1% | -56.0% |
| YTD | +24.6% | +31.0% | -6.4% | +5.8% |
| 1Y | +21.9% | +19.3% | +2.6% | +9.3% |
| 3Y | +524.9% | +66.8% | +458.1% | +350.0% |
| 5Y | +1,092.2% | +15.5% | +1,076.7% | +928.9% |
| 10Y | +3,759.0% | +312.3% | +3,446.7% | +1,513.2% |
| All | +3,759.0% | +308.8% | +3,450.2% | +1,513.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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