+3,653.2%
FIX vs P
+713.7%
+2,939.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.3% |
| 7D | -17.5% | -23.8% | +6.4% | -9.7% |
| 30D | -41.6% | -36.6% | -4.9% | -32.2% |
| 3M | -40.6% | +10.9% | -51.5% | -43.0% |
| 6M | -49.4% | +30.0% | -79.4% | -54.4% |
| YTD | +9.2% | +44.4% | -35.2% | -5.1% |
| 1Y | +6.5% | +3.9% | +2.5% | +0.2% |
| 3Y | +448.7% | +176.6% | +272.1% | +276.6% |
| 5Y | +948.7% | +249.3% | +699.4% | +553.5% |
| All | +3,653.2% | +713.7% | +2,939.5% | +1,782.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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