+3,459.3%
FIX vs RF
+280.8%
+3,178.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.4% | -10.5% |
| 7D | -27.2% | -1.6% | -25.6% | -26.7% |
| 30D | -46.9% | +5.0% | -51.9% | -48.5% |
| 3M | -44.4% | -10.0% | -34.4% | -41.5% |
| 6M | -50.9% | +3.3% | -54.2% | -52.3% |
| YTD | +3.5% | +7.9% | -4.4% | -1.9% |
| 1Y | -2.1% | +21.2% | -23.4% | -12.9% |
| 3Y | +418.7% | +105.8% | +312.9% | +243.3% |
| 5Y | +894.6% | +43.7% | +850.8% | +663.1% |
| All | +3,459.3% | +280.8% | +3,178.6% | +1,438.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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