+15,933.2%
FIX vs BR
+1,321.0%
+14,612.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.8% |
| 7D | +6.0% | -5.3% | +11.3% | +9.2% |
| 30D | -7.2% | +6.4% | -13.7% | -11.1% |
| 3M | -15.9% | +13.6% | -29.5% | -23.7% |
| 6M | +12.7% | -6.7% | +19.4% | +12.5% |
| YTD | +72.8% | -21.1% | +93.9% | +88.3% |
| 1Y | +122.9% | -29.6% | +152.5% | +159.4% |
| 3Y | +774.3% | -2.4% | +776.7% | +717.6% |
| 5Y | +2,049.5% | +11.2% | +2,038.2% | +1,712.9% |
| 10Y | +5,821.5% | +191.8% | +5,629.7% | +2,477.7% |
| All | +15,933.2% | +1,321.0% | +14,612.2% | +2,342.9% |
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