+10,983.7%
FIX vs BR
+1,480.9%
+9,502.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.9% |
| 7D | -7.2% | +4.4% | -11.6% | -9.9% |
| 30D | -35.1% | +16.3% | -51.4% | -41.0% |
| 3M | -34.3% | +16.2% | -50.5% | -41.0% |
| 6M | -42.9% | +30.3% | -73.3% | -53.2% |
| YTD | +19.5% | -12.2% | +31.7% | +20.6% |
| 1Y | +16.8% | -11.3% | +28.0% | +16.9% |
| 3Y | +506.7% | +15.2% | +491.5% | +406.8% |
| 5Y | +1,046.7% | +18.0% | +1,028.7% | +826.8% |
| 10Y | +3,800.0% | +268.7% | +3,531.3% | +1,354.4% |
| All | +10,983.7% | +1,480.9% | +9,502.8% | +1,465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling