+2,105.4%
FIX vs D
+4.5%
+2,100.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | -7.2% | -3.6% | -3.7% | -6.7% |
| 3M | -15.9% | -1.0% | -14.9% | -15.9% |
| 6M | +12.7% | +6.3% | +6.5% | +11.2% |
| YTD | +72.8% | +14.7% | +58.1% | +68.1% |
| 1Y | +122.9% | +16.9% | +106.0% | +115.7% |
| 3Y | +774.3% | +56.8% | +717.5% | +666.8% |
| All | +2,105.4% | +4.5% | +2,100.9% | +2,189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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