+10,740.6%
FIX vs USFR
+27.5%
+10,713.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | -15.9% | +1.0% | -16.8% | -16.0% |
| 6M | +12.7% | +1.9% | +10.8% | +12.4% |
| YTD | +72.8% | +2.6% | +70.2% | +72.0% |
| 1Y | +122.9% | +4.0% | +118.9% | +121.4% |
| 3Y | +774.3% | +14.1% | +760.2% | +755.4% |
| 5Y | +2,049.5% | +20.4% | +2,029.1% | +1,986.5% |
| 10Y | +5,821.5% | +28.0% | +5,793.4% | +5,595.9% |
| All | +10,740.6% | +27.5% | +10,713.1% | +10,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling