+250.1%
SPOT vs FIX
+4,016.9%
-3,766.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -6.9% | +0.7% | -7.5% | -7.0% |
| 30D | +4.1% | -5.7% | +9.8% | +4.8% |
| 3M | +3.7% | -7.4% | +11.1% | +3.3% |
| 6M | -1.6% | +15.1% | -16.7% | -7.5% |
| YTD | -10.2% | +70.7% | -80.9% | -23.4% |
| 1Y | -25.9% | +111.9% | -137.8% | -40.8% |
| 3Y | +235.6% | +759.5% | -523.9% | +79.2% |
| 5Y | +110.6% | +2,164.4% | -2,053.8% | -10.8% |
| All | +250.1% | +4,016.9% | -3,766.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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