+5,892.0%
FIX vs M
-2.2%
+5,894.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +6.0% | +4.7% | +1.3% | +4.8% |
| 30D | -7.2% | -9.6% | +2.4% | -4.9% |
| 3M | -15.9% | +0.9% | -16.7% | -16.4% |
| 6M | +12.7% | +22.3% | -9.5% | +6.6% |
| YTD | +72.8% | +6.5% | +66.3% | +68.2% |
| 1Y | +122.9% | +38.8% | +84.1% | +102.4% |
| 3Y | +774.3% | +115.9% | +658.4% | +575.1% |
| 5Y | +2,049.5% | +28.6% | +2,020.8% | +1,654.7% |
| All | +5,892.0% | -2.2% | +5,894.2% | +3,931.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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