+6.5%
FIX vs EXC
+2.5%
+4.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +4.3% |
| 7D | -17.5% | -1.2% | -16.3% | -17.7% |
| 30D | -41.6% | +10.0% | -51.5% | -38.8% |
| 3M | -40.6% | +1.6% | -42.2% | -39.8% |
| 6M | -49.4% | +3.3% | -52.6% | -48.7% |
| YTD | +9.2% | +7.6% | +1.6% | +10.5% |
| 1Y | +6.5% | +3.5% | +3.0% | +10.6% |
| All | +6.5% | +2.5% | +4.0% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling