+3,653.2%
FIX vs A
+319.7%
+3,333.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.5% |
| 7D | -17.5% | -0.1% | -17.4% | -17.3% |
| 30D | -41.6% | +3.4% | -44.9% | -42.4% |
| 3M | -40.6% | +23.8% | -64.4% | -47.0% |
| 6M | -49.4% | +49.0% | -98.4% | -59.7% |
| YTD | +9.2% | +29.4% | -20.2% | -6.8% |
| 1Y | +6.5% | +19.4% | -12.9% | -4.8% |
| 3Y | +448.7% | +66.2% | +382.5% | +295.1% |
| 5Y | +948.7% | +15.8% | +932.9% | +801.0% |
| All | +3,653.2% | +319.7% | +3,333.5% | +1,443.5% |
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