+420.4%
FIX vs EW
+50.0%
+370.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.5% | -13.0% | -11.9% |
| 7D | -27.2% | +6.8% | -34.0% | -28.4% |
| 30D | -46.9% | +16.6% | -63.5% | -48.8% |
| 3M | -44.4% | +13.3% | -57.7% | -46.2% |
| 6M | -50.9% | +21.6% | -72.5% | -53.6% |
| YTD | +3.5% | +18.3% | -14.7% | -1.4% |
| 1Y | -2.1% | +21.7% | -23.8% | -7.5% |
| All | +420.4% | +50.0% | +370.4% | +342.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling