+1,027.6%
FIX vs ALL
+161.6%
+865.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +9.4% | +5.0% | +4.4% | +9.0% |
| 30D | -27.8% | +13.3% | -41.1% | -28.8% |
| 3M | -35.6% | +3.2% | -38.7% | -35.8% |
| 6M | -45.2% | +25.3% | -70.6% | -47.9% |
| YTD | +19.5% | +30.5% | -11.0% | +12.0% |
| 1Y | +24.2% | +29.2% | -5.0% | +16.7% |
| 3Y | +494.2% | +119.1% | +375.0% | +358.5% |
| All | +1,027.6% | +161.6% | +865.9% | +674.4% |
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