+3,553.2%
FIX vs EW
+254.3%
+3,298.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +9.4% | +4.9% | +4.5% | +7.9% |
| 30D | -27.8% | +23.9% | -51.7% | -32.5% |
| 3M | -35.6% | +15.8% | -51.3% | -38.7% |
| 6M | -45.2% | +31.7% | -76.9% | -50.2% |
| YTD | +19.5% | +25.7% | -6.2% | +10.0% |
| 1Y | +24.2% | +24.4% | -0.2% | +14.8% |
| 3Y | +494.2% | +65.9% | +428.3% | +380.5% |
| 5Y | +1,036.1% | -7.6% | +1,043.8% | +993.1% |
| All | +3,553.2% | +254.3% | +3,298.9% | +2,384.6% |
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