-27.4%
U vs FIX
+2,169.3%
-2,196.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.9% |
| 7D | +16.9% | +6.4% | +10.5% | +13.8% |
| 30D | +6.4% | -29.1% | +35.4% | +16.5% |
| 3M | +13.2% | -31.1% | +44.3% | +24.0% |
| 6M | +84.8% | -42.8% | +127.6% | +111.7% |
| YTD | +12.4% | +24.6% | -12.2% | -6.5% |
| 1Y | +19.8% | +21.9% | -2.2% | +0.2% |
| 3Y | +83.8% | +524.9% | -441.1% | -29.5% |
| 5Y | -72.7% | +1,092.2% | -1,165.0% | -92.8% |
| All | -27.4% | +2,169.3% | -2,196.7% | -78.1% |
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