+3,759.0%
FIX vs EXC
+197.6%
+3,561.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +6.4% | -1.4% | +7.8% | +7.0% |
| 30D | -29.1% | +8.3% | -37.4% | -32.1% |
| 3M | -31.1% | +2.6% | -33.8% | -32.4% |
| 6M | -42.8% | +5.2% | -48.0% | -45.2% |
| YTD | +24.6% | +7.5% | +17.1% | +17.2% |
| 1Y | +21.9% | +3.2% | +18.8% | +17.0% |
| 3Y | +524.9% | +29.5% | +495.4% | +404.4% |
| 5Y | +1,092.2% | +39.7% | +1,052.6% | +780.4% |
| 10Y | +3,759.0% | +200.1% | +3,559.0% | +1,840.9% |
| All | +3,759.0% | +197.6% | +3,561.4% | +1,840.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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