+2,105.4%
FIX vs EFV
+96.9%
+2,008.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | +6.0% | +1.5% | +4.5% | +4.3% |
| 30D | -7.2% | +1.7% | -9.0% | -9.0% |
| 3M | -15.9% | +8.6% | -24.5% | -23.0% |
| 6M | +12.7% | +11.7% | +1.1% | +0.7% |
| YTD | +72.8% | +19.3% | +53.5% | +44.2% |
| 1Y | +122.9% | +30.2% | +92.7% | +70.6% |
| 3Y | +774.3% | +91.6% | +682.7% | +353.4% |
| All | +2,105.4% | +96.9% | +2,008.6% | +1,032.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling