+3,759.0%
FIX vs BR
+280.7%
+3,478.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +6.4% | +1.9% | +4.6% | +5.5% |
| 30D | -29.1% | +15.9% | -45.0% | -33.9% |
| 3M | -31.1% | +13.7% | -44.8% | -35.9% |
| 6M | -42.8% | +31.0% | -73.8% | -51.3% |
| YTD | +24.6% | -12.0% | +36.6% | +29.3% |
| 1Y | +21.9% | -11.5% | +33.4% | +25.9% |
| 3Y | +524.9% | +14.9% | +510.0% | +438.2% |
| 5Y | +1,092.2% | +20.1% | +1,072.1% | +879.5% |
| 10Y | +3,759.0% | +278.9% | +3,480.1% | +1,312.5% |
| All | +3,759.0% | +280.7% | +3,478.4% | +1,312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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