+3,800.0%
FIX vs P
+748.5%
+3,051.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.1% | +7.3% |
| 7D | -7.2% | -9.6% | +2.4% | -3.7% |
| 30D | -35.1% | -33.4% | -1.7% | -25.9% |
| 3M | -34.3% | +14.2% | -48.5% | -37.5% |
| 6M | -42.9% | +31.6% | -74.5% | -48.7% |
| YTD | +19.5% | +53.5% | -34.0% | +1.8% |
| 1Y | +16.8% | +14.2% | +2.6% | +6.8% |
| 3Y | +506.7% | +190.5% | +316.2% | +310.1% |
| 5Y | +1,046.7% | +256.3% | +790.4% | +609.4% |
| 10Y | +3,800.0% | +707.9% | +3,092.1% | +1,836.4% |
| All | +3,800.0% | +748.5% | +3,051.5% | +1,836.4% |
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