+3,759.0%
FIX vs CAPR
-59.1%
+3,818.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +26.5% | -21.5% | +4.6% |
| 7D | +6.4% | +25.8% | -19.3% | +6.0% |
| 30D | -29.1% | +50.2% | -79.3% | -29.6% |
| 3M | -31.1% | +185.5% | -216.6% | -32.6% |
| 6M | -42.8% | -64.8% | +22.0% | -42.6% |
| YTD | +24.6% | -61.1% | +85.8% | +24.8% |
| 1Y | +21.9% | +81.0% | -59.0% | +15.0% |
| 3Y | +524.9% | +300.7% | +224.2% | +466.2% |
| 5Y | +1,092.2% | +223.3% | +868.9% | +974.0% |
| 10Y | +3,759.0% | -58.8% | +3,817.8% | +3,297.0% |
| All | +3,759.0% | -59.1% | +3,818.1% | +3,297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling