+3,553.2%
FIX vs BR
+277.7%
+3,275.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +9.4% | +1.1% | +8.4% | +9.0% |
| 30D | -27.8% | +14.4% | -42.2% | -32.3% |
| 3M | -35.6% | +12.4% | -48.0% | -39.7% |
| 6M | -45.2% | +35.4% | -80.7% | -54.1% |
| YTD | +19.5% | -12.2% | +31.6% | +24.1% |
| 1Y | +24.2% | -12.7% | +37.0% | +29.4% |
| 3Y | +494.2% | +14.3% | +479.9% | +413.4% |
| 5Y | +1,036.1% | +19.3% | +1,016.9% | +837.0% |
| All | +3,553.2% | +277.7% | +3,275.5% | +1,233.6% |
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