+894.6%
FIX vs M
-6.1%
+900.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.7% | -10.3% |
| 7D | -27.2% | -2.1% | -25.1% | -27.0% |
| 30D | -46.9% | +7.7% | -54.6% | -48.1% |
| 3M | -44.4% | -4.4% | -40.1% | -44.2% |
| 6M | -50.9% | +27.5% | -78.4% | -54.2% |
| YTD | +3.5% | +12.8% | -9.2% | -1.1% |
| 1Y | -2.1% | +20.7% | -22.8% | -8.1% |
| 3Y | +418.7% | +111.3% | +307.5% | +306.5% |
| 5Y | +894.6% | -6.3% | +900.9% | +773.3% |
| All | +894.6% | -6.1% | +900.7% | +773.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling