+948.1%
FIX vs EW
-14.5%
+962.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.1% |
| 7D | -17.5% | +11.0% | -28.5% | -19.7% |
| 30D | -41.6% | +19.1% | -60.6% | -44.1% |
| 3M | -40.6% | +14.4% | -54.9% | -42.8% |
| 6M | -49.4% | +22.8% | -72.1% | -52.4% |
| YTD | +9.2% | +19.8% | -10.6% | +3.3% |
| 1Y | +6.5% | +23.9% | -17.4% | -0.2% |
| 3Y | +448.7% | +52.2% | +396.5% | +370.7% |
| All | +948.1% | -14.5% | +962.5% | +974.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling