+3,553.2%
FIX vs A
+302.9%
+3,250.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.7% |
| 7D | +9.4% | -0.5% | +9.9% | +9.8% |
| 30D | -27.8% | 0.0% | -27.8% | -27.4% |
| 3M | -35.6% | +16.7% | -52.2% | -40.6% |
| 6M | -45.2% | +54.8% | -100.1% | -57.2% |
| YTD | +19.5% | +28.8% | -9.3% | +2.3% |
| 1Y | +24.2% | +19.3% | +4.9% | +11.1% |
| 3Y | +494.2% | +65.5% | +428.6% | +329.3% |
| 5Y | +1,036.1% | +12.1% | +1,024.1% | +897.5% |
| All | +3,553.2% | +302.9% | +3,250.3% | +1,392.1% |
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