+65.7%
T vs FIX
+5,813.3%
-5,747.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.9% | -2.1% |
| 7D | -1.3% | +6.0% | -7.3% | -1.8% |
| 30D | +11.4% | -7.2% | +18.6% | +12.0% |
| 3M | +14.3% | -15.9% | +30.1% | +15.4% |
| 6M | -9.3% | +12.7% | -22.0% | -11.9% |
| YTD | +7.1% | +72.8% | -65.7% | -1.9% |
| 1Y | -9.1% | +122.9% | -132.0% | -20.2% |
| 3Y | +105.3% | +774.3% | -669.0% | +31.9% |
| 5Y | +66.8% | +2,049.5% | -1,982.7% | -16.7% |
| All | +65.7% | +5,813.3% | -5,747.6% | -35.6% |
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