+3,653.2%
FIX vs USFR
+28.5%
+3,624.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -17.5% | +0.1% | -17.6% | -17.5% |
| 30D | -41.6% | +0.4% | -42.0% | -41.6% |
| 3M | -40.6% | +1.1% | -41.6% | -40.8% |
| 6M | -49.4% | +2.1% | -51.4% | -49.7% |
| YTD | +9.2% | +3.4% | +5.8% | +7.8% |
| 1Y | +6.5% | +4.1% | +2.3% | +4.6% |
| 3Y | +448.7% | +14.4% | +434.3% | +416.6% |
| 5Y | +948.7% | +21.3% | +927.4% | +862.4% |
| All | +3,653.2% | +28.5% | +3,624.7% | +3,235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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