+3,574.0%
FIX vs BR
+280.9%
+3,293.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -13.9% | +5.0% | -19.0% | -16.0% |
| 30D | -35.5% | +16.6% | -52.2% | -40.1% |
| 3M | -33.9% | +12.0% | -45.9% | -38.1% |
| 6M | -43.3% | +30.7% | -74.0% | -51.6% |
| YTD | +18.7% | -11.9% | +30.6% | +23.1% |
| 1Y | +13.8% | -11.6% | +25.3% | +17.5% |
| 3Y | +495.0% | +15.0% | +479.9% | +412.3% |
| 5Y | +1,049.0% | +18.1% | +1,030.9% | +854.0% |
| All | +3,574.0% | +280.9% | +3,293.1% | +1,244.5% |
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