+8,419.6%
FIX vs RF
+187.1%
+8,232.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.5% |
| 7D | -18.9% | +2.3% | -21.2% | -19.5% |
| 30D | -36.3% | +7.2% | -43.5% | -37.7% |
| 3M | -38.5% | -8.2% | -30.3% | -37.2% |
| 6M | -42.3% | +7.0% | -49.3% | -43.7% |
| YTD | +17.1% | +10.3% | +6.8% | +13.1% |
| 1Y | +14.4% | +25.1% | -10.7% | +6.5% |
| 3Y | +486.7% | +110.3% | +376.4% | +369.5% |
| 5Y | +1,083.7% | +47.1% | +1,036.6% | +931.1% |
| 10Y | +3,932.4% | +297.9% | +3,634.5% | +2,557.6% |
| All | +8,419.6% | +187.1% | +8,232.4% | +4,717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling