+3,644.4%
FIX vs EXC
+183.9%
+3,460.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -13.9% | +0.1% | -14.0% | -14.2% |
| 30D | -35.5% | +9.0% | -44.6% | -38.5% |
| 3M | -33.9% | +3.3% | -37.2% | -35.4% |
| 6M | -43.3% | +5.7% | -49.0% | -45.8% |
| YTD | +18.7% | +7.3% | +11.3% | +11.7% |
| 1Y | +13.8% | +2.9% | +10.8% | +9.3% |
| 3Y | +495.0% | +29.3% | +465.6% | +380.6% |
| 5Y | +1,049.0% | +40.1% | +1,009.0% | +746.5% |
| 10Y | +3,644.4% | +197.7% | +3,446.8% | +1,797.4% |
| All | +3,644.4% | +183.9% | +3,460.5% | +1,797.4% |
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