+3,653.2%
FIX vs EXC
+175.8%
+3,477.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.3% |
| 7D | -17.5% | -1.2% | -16.3% | -17.3% |
| 30D | -41.6% | +10.0% | -51.5% | -44.4% |
| 3M | -40.6% | +1.6% | -42.2% | -41.4% |
| 6M | -49.4% | +3.3% | -52.6% | -51.0% |
| YTD | +9.2% | +7.6% | +1.6% | +2.8% |
| 1Y | +6.5% | +3.5% | +3.0% | +2.1% |
| 3Y | +448.7% | +27.7% | +421.1% | +349.5% |
| 5Y | +948.7% | +41.1% | +907.6% | +675.4% |
| All | +3,653.2% | +175.8% | +3,477.4% | +2,005.5% |
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