+2,105.4%
FIX vs RF
+89.8%
+2,015.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.3% | +4.7% | +5.3% |
| 30D | -7.2% | -3.6% | -3.6% | -5.6% |
| 3M | -15.9% | +8.1% | -23.9% | -19.4% |
| 6M | +12.7% | +11.5% | +1.3% | +6.3% |
| YTD | +72.8% | +15.6% | +57.2% | +59.5% |
| 1Y | +122.9% | +15.7% | +107.2% | +105.2% |
| 3Y | +774.3% | +86.9% | +687.4% | +536.6% |
| All | +2,105.4% | +89.8% | +2,015.6% | +1,403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling