+2,105.4%
FIX vs EXC
+47.1%
+2,058.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | -7.2% | -3.7% | -3.5% | -7.1% |
| 3M | -15.9% | -1.3% | -14.6% | -16.1% |
| 6M | +12.7% | -9.7% | +22.4% | +13.5% |
| YTD | +72.8% | +2.9% | +69.9% | +70.9% |
| 1Y | +122.9% | +4.4% | +118.5% | +120.0% |
| 3Y | +774.3% | +22.2% | +752.1% | +720.7% |
| All | +2,105.4% | +47.1% | +2,058.4% | +1,701.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling