+3,459.3%
FIX vs P
+685.9%
+2,773.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -16.4% | +4.8% | -6.2% |
| 7D | -27.2% | -31.9% | +4.7% | -17.4% |
| 30D | -46.9% | -36.5% | -10.4% | -38.5% |
| 3M | -44.4% | +11.6% | -56.0% | -46.8% |
| 6M | -50.9% | +25.2% | -76.1% | -55.2% |
| YTD | +3.5% | +39.4% | -35.9% | -9.0% |
| 1Y | -2.1% | -3.7% | +1.6% | -5.6% |
| 3Y | +418.7% | +167.3% | +251.5% | +260.0% |
| 5Y | +894.6% | +237.3% | +657.2% | +526.7% |
| All | +3,459.3% | +685.9% | +2,773.4% | +1,705.5% |
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