+2,105.4%
FIX vs COMP
-31.2%
+2,136.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.0% | +1.4% | +4.7% | +5.8% |
| 30D | -7.2% | -13.3% | +6.1% | -5.7% |
| 3M | -15.9% | +41.1% | -57.0% | -20.1% |
| 6M | +12.7% | +17.2% | -4.4% | +8.8% |
| YTD | +72.8% | +5.2% | +67.6% | +68.1% |
| 1Y | +122.9% | +18.9% | +104.0% | +112.5% |
| 3Y | +774.3% | +215.9% | +558.4% | +615.6% |
| All | +2,105.4% | -31.2% | +2,136.6% | +1,896.3% |
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