+12,471.5%
FIX vs RF
+200.9%
+12,270.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | -7.2% | -3.6% | -3.6% | -6.3% |
| 3M | -15.9% | +8.1% | -23.9% | -18.0% |
| 6M | +12.7% | +11.5% | +1.3% | +9.1% |
| YTD | +72.8% | +15.6% | +57.2% | +65.1% |
| 1Y | +122.9% | +15.7% | +107.2% | +112.8% |
| 3Y | +774.3% | +86.9% | +687.4% | +622.1% |
| 5Y | +2,049.5% | +89.8% | +1,959.7% | +1,648.8% |
| 10Y | +5,821.5% | +344.7% | +5,476.8% | +3,699.8% |
| All | +12,471.5% | +200.9% | +12,270.6% | +6,933.6% |
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