+894.6%
FIX vs COMP
-28.0%
+922.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.4% | -10.5% |
| 7D | -27.2% | -1.8% | -25.4% | -27.2% |
| 30D | -46.9% | -0.8% | -46.2% | -47.1% |
| 3M | -44.4% | -28.1% | -16.3% | -42.3% |
| 6M | -50.9% | +27.0% | -77.9% | -53.3% |
| YTD | +3.5% | -12.8% | +16.3% | +2.7% |
| 1Y | -2.1% | +4.9% | -7.0% | -5.2% |
| 3Y | +418.7% | +321.0% | +97.7% | +311.6% |
| 5Y | +894.6% | -25.6% | +920.1% | +814.8% |
| All | +894.6% | -28.0% | +922.5% | +814.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling