+3,653.2%
FIX vs RF
+279.4%
+3,373.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.6% |
| 7D | -17.5% | -0.9% | -16.5% | -17.1% |
| 30D | -41.6% | +6.0% | -47.6% | -43.6% |
| 3M | -40.6% | -8.9% | -31.7% | -37.9% |
| 6M | -49.4% | +2.3% | -51.7% | -50.6% |
| YTD | +9.2% | +7.6% | +1.6% | +3.6% |
| 1Y | +6.5% | +21.2% | -14.7% | -5.2% |
| 3Y | +448.7% | +108.5% | +340.2% | +260.6% |
| 5Y | +948.7% | +43.2% | +905.5% | +706.1% |
| All | +3,653.2% | +279.4% | +3,373.8% | +1,525.4% |
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