+3,800.0%
FIX vs EW
+236.4%
+3,563.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.7% |
| 7D | -7.2% | +12.3% | -19.5% | -10.6% |
| 30D | -35.1% | +22.9% | -58.0% | -39.2% |
| 3M | -34.3% | +16.7% | -51.0% | -37.6% |
| 6M | -42.9% | +31.0% | -73.9% | -48.1% |
| YTD | +19.5% | +22.8% | -3.4% | +10.7% |
| 1Y | +16.8% | +25.6% | -8.8% | +7.6% |
| 3Y | +506.7% | +62.0% | +444.7% | +394.8% |
| 5Y | +1,046.7% | -12.8% | +1,059.5% | +1,024.3% |
| 10Y | +3,800.0% | +239.8% | +3,560.2% | +2,653.7% |
| All | +3,800.0% | +236.4% | +3,563.6% | +2,653.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling