+5,993.3%
FIX vs EFV
+163.3%
+5,830.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.2% |
| 7D | +6.1% | +1.0% | +5.1% | +4.8% |
| 30D | -2.7% | +0.2% | -2.8% | -2.9% |
| 3M | -10.9% | +9.6% | -20.6% | -19.9% |
| 6M | +29.0% | +14.0% | +15.0% | +11.4% |
| YTD | +76.9% | +18.5% | +58.4% | +46.4% |
| 1Y | +130.7% | +27.9% | +102.8% | +75.4% |
| 3Y | +790.7% | +92.4% | +698.2% | +321.4% |
| 5Y | +2,185.6% | +97.2% | +2,088.4% | +947.5% |
| 10Y | +5,993.3% | +163.0% | +5,830.3% | +1,949.5% |
| All | +5,993.3% | +163.3% | +5,830.0% | +1,949.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EFV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling