+6,130.7%
FIX vs P
+485.4%
+5,645.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +6.0% | +6.5% | -0.5% | +4.0% |
| 30D | -7.2% | +18.8% | -26.1% | -12.5% |
| 3M | -15.9% | +26.7% | -42.6% | -22.0% |
| 6M | +12.7% | +62.2% | -49.4% | -3.5% |
| YTD | +72.8% | +48.5% | +24.3% | +50.9% |
| 1Y | +122.9% | +26.4% | +96.5% | +100.2% |
| 3Y | +774.3% | +159.4% | +614.9% | +533.1% |
| 5Y | +2,049.5% | +275.8% | +1,773.7% | +1,288.0% |
| 10Y | +5,821.5% | +732.0% | +5,089.4% | +3,053.0% |
| All | +6,130.7% | +485.4% | +5,645.4% | +3,273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling