+894.6%
FIX vs ALL
+155.0%
+739.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.5% |
| 7D | -27.2% | +4.2% | -31.5% | -27.6% |
| 30D | -46.9% | +18.9% | -65.8% | -48.0% |
| 3M | -44.4% | +1.2% | -45.6% | -44.5% |
| 6M | -50.9% | +23.2% | -74.1% | -53.1% |
| YTD | +3.5% | +30.0% | -26.5% | -2.9% |
| 1Y | -2.1% | +39.6% | -41.7% | -10.3% |
| 3Y | +418.7% | +115.2% | +303.5% | +302.6% |
| 5Y | +894.6% | +156.2% | +738.3% | +598.0% |
| All | +894.6% | +155.0% | +739.6% | +598.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling