+448.7%
FIX vs BR
+13.3%
+435.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +5.1% |
| 7D | -17.5% | +6.5% | -23.9% | -16.4% |
| 30D | -41.6% | +18.9% | -60.5% | -40.0% |
| 3M | -40.6% | +16.3% | -56.9% | -39.2% |
| 6M | -49.4% | +26.2% | -75.6% | -47.9% |
| YTD | +9.2% | -13.1% | +22.3% | +25.9% |
| 1Y | +6.5% | -10.5% | +16.9% | +20.4% |
| 3Y | +448.7% | +13.3% | +435.4% | +363.0% |
| All | +448.7% | +13.3% | +435.5% | +363.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling