+6,034.5%
FIX vs BR
+185.2%
+5,849.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +3.5% | -5.0% | +8.5% | +5.8% |
| 30D | -3.5% | -2.5% | -1.1% | -2.9% |
| 3M | -11.8% | +13.5% | -25.3% | -18.5% |
| 6M | +17.8% | -9.4% | +27.2% | +20.9% |
| YTD | +73.3% | -23.3% | +96.6% | +92.6% |
| 1Y | +128.1% | -31.6% | +159.7% | +170.5% |
| 3Y | +772.7% | -5.1% | +777.7% | +735.2% |
| 5Y | +2,166.4% | +8.2% | +2,158.3% | +1,856.7% |
| 10Y | +6,034.5% | +189.8% | +5,844.6% | +2,943.5% |
| All | +6,034.5% | +185.2% | +5,849.3% | +2,943.5% |
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