+62.5%
T vs FIX
+3,564.5%
-3,502.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +2.5% | +9.4% | -6.9% | +1.7% |
| 30D | -3.8% | -27.8% | +24.0% | -1.3% |
| 3M | -8.7% | -35.6% | +26.8% | -5.6% |
| 6M | -8.1% | -45.2% | +37.1% | -3.9% |
| YTD | -6.4% | +19.5% | -25.9% | -12.0% |
| 1Y | -9.8% | +24.2% | -34.0% | -15.8% |
| 3Y | +65.5% | +494.2% | -428.7% | +8.8% |
| 5Y | +57.0% | +1,036.1% | -979.2% | -15.0% |
| All | +62.5% | +3,564.5% | -3,502.0% | -37.9% |
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