+24,949.0%
FIX vs EFV
+258.8%
+24,690.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | +1.5% | +4.5% | +4.6% |
| 30D | -7.2% | +1.7% | -9.0% | -8.8% |
| 3M | -15.9% | +8.6% | -24.5% | -21.9% |
| 6M | +12.7% | +11.7% | +1.1% | +2.6% |
| YTD | +72.8% | +19.3% | +53.5% | +48.1% |
| 1Y | +122.9% | +30.2% | +92.7% | +76.8% |
| 3Y | +774.3% | +91.6% | +682.7% | +389.1% |
| 5Y | +2,049.5% | +96.4% | +1,953.1% | +1,076.2% |
| 10Y | +5,821.5% | +166.5% | +5,655.0% | +2,460.7% |
| All | +24,949.0% | +258.8% | +24,690.2% | +7,631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling