+10,030.6%
FIX vs BR
+1,465.0%
+8,565.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +6.4% |
| 7D | -17.5% | +6.5% | -23.9% | -20.7% |
| 30D | -41.6% | +18.9% | -60.5% | -47.6% |
| 3M | -40.6% | +16.3% | -56.9% | -46.7% |
| 6M | -49.4% | +26.2% | -75.6% | -57.8% |
| YTD | +9.2% | -13.1% | +22.3% | +10.8% |
| 1Y | +6.5% | -10.5% | +16.9% | +5.8% |
| 3Y | +448.7% | +13.3% | +435.4% | +362.6% |
| 5Y | +948.7% | +19.9% | +928.8% | +737.7% |
| 10Y | +3,659.7% | +254.2% | +3,405.5% | +1,331.2% |
| All | +10,030.6% | +1,465.0% | +8,565.6% | +1,337.8% |
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