+2,105.4%
FIX vs EW
-25.6%
+2,131.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | -7.2% | +1.0% | -8.3% | -7.6% |
| 3M | -15.9% | +2.8% | -18.7% | -16.8% |
| 6M | +12.7% | +5.5% | +7.3% | +10.5% |
| YTD | +72.8% | +5.5% | +67.3% | +69.2% |
| 1Y | +122.9% | +11.0% | +111.9% | +114.8% |
| 3Y | +774.3% | +17.7% | +756.6% | +704.1% |
| All | +2,105.4% | -25.6% | +2,131.0% | +2,159.0% |
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