+3,604.4%
FIX vs EXC
+201.2%
+3,403.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +17.0% | -1.9% | +18.9% | +18.0% |
| 30D | -30.6% | +7.8% | -38.4% | -33.4% |
| 3M | -35.0% | +1.9% | -36.9% | -36.0% |
| 6M | -44.0% | +3.4% | -47.3% | -45.8% |
| YTD | +21.1% | +7.6% | +13.6% | +13.9% |
| 1Y | +16.3% | +2.1% | +14.2% | +12.1% |
| 3Y | +507.4% | +29.6% | +477.8% | +390.1% |
| 5Y | +1,052.1% | +39.5% | +1,012.6% | +751.4% |
| All | +3,604.4% | +201.2% | +3,403.2% | +1,776.3% |
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