+1,388.6%
FIX vs COMP
-53.0%
+1,441.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | +0.3% |
| 7D | -13.9% | +7.2% | -21.1% | -14.8% |
| 30D | -35.5% | +6.4% | -41.9% | -36.3% |
| 3M | -33.9% | -19.4% | -14.5% | -32.5% |
| 6M | -43.3% | +14.6% | -57.9% | -45.0% |
| YTD | +18.7% | -5.5% | +24.2% | +16.6% |
| 1Y | +13.8% | +13.7% | +0.1% | +9.1% |
| 3Y | +495.0% | +409.7% | +85.3% | +364.2% |
| 5Y | +1,049.0% | -17.0% | +1,066.1% | +918.2% |
| All | +1,388.6% | -53.0% | +1,441.6% | +1,289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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