+5,892.0%
FIX vs EXC
+153.9%
+5,738.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -7.2% | -3.7% | -3.5% | -5.7% |
| 3M | -15.9% | -1.3% | -14.6% | -16.2% |
| 6M | +12.7% | -9.7% | +22.4% | +16.7% |
| YTD | +72.8% | +2.9% | +69.9% | +67.1% |
| 1Y | +122.9% | +4.4% | +118.5% | +113.3% |
| 3Y | +774.3% | +22.2% | +752.1% | +633.3% |
| 5Y | +2,049.5% | +46.7% | +2,002.8% | +1,443.7% |
| All | +5,892.0% | +153.9% | +5,738.1% | +3,285.7% |
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