+3,653.2%
FIX vs EW
+236.3%
+3,416.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -17.5% | +11.0% | -28.5% | -20.2% |
| 30D | -41.6% | +19.1% | -60.6% | -44.7% |
| 3M | -40.6% | +14.4% | -54.9% | -43.3% |
| 6M | -49.4% | +22.8% | -72.1% | -53.0% |
| YTD | +9.2% | +19.8% | -10.6% | +1.9% |
| 1Y | +6.5% | +23.9% | -17.4% | -1.6% |
| 3Y | +448.7% | +52.2% | +396.5% | +356.0% |
| 5Y | +948.7% | -13.9% | +962.6% | +930.9% |
| All | +3,653.2% | +236.3% | +3,416.9% | +2,537.9% |
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