+894.6%
FIX vs EXC
+43.9%
+850.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.6% | -12.2% | -11.6% |
| 7D | -27.2% | +1.4% | -28.6% | -27.2% |
| 30D | -46.9% | +11.6% | -58.6% | -47.1% |
| 3M | -44.4% | +2.7% | -47.1% | -44.4% |
| 6M | -50.9% | +2.7% | -53.6% | -51.0% |
| YTD | +3.5% | +9.7% | -6.2% | +2.4% |
| 1Y | -2.1% | +4.5% | -6.6% | -2.6% |
| 3Y | +418.7% | +28.5% | +390.3% | +391.9% |
| 5Y | +894.6% | +43.9% | +850.6% | +765.4% |
| All | +894.6% | +43.9% | +850.7% | +765.4% |
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