+2,185.6%
FIX vs BR
+9.8%
+2,175.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +3.0% |
| 7D | +6.1% | -5.9% | +12.0% | +7.6% |
| 30D | -2.7% | +1.9% | -4.6% | -3.5% |
| 3M | -10.9% | +14.7% | -25.6% | -15.4% |
| 6M | +29.0% | -12.8% | +41.8% | +36.3% |
| YTD | +76.9% | -23.0% | +99.9% | +98.1% |
| 1Y | +130.7% | -31.7% | +162.4% | +176.1% |
| 3Y | +790.7% | -4.8% | +795.4% | +759.8% |
| 5Y | +2,185.6% | +7.8% | +2,177.7% | +1,822.2% |
| All | +2,185.6% | +9.8% | +2,175.7% | +1,822.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling