-24.8%
U vs FIX
+2,074.8%
-2,099.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -2.9% |
| 7D | +32.3% | -7.2% | +39.6% | +33.3% |
| 30D | +9.7% | -35.1% | +44.8% | +23.6% |
| 3M | +19.6% | -34.3% | +53.9% | +33.0% |
| 6M | +82.6% | -42.9% | +125.6% | +108.7% |
| YTD | +16.4% | +19.5% | -3.0% | -1.8% |
| 1Y | +28.5% | +16.8% | +11.7% | +9.0% |
| 3Y | +103.8% | +506.7% | -402.9% | -21.2% |
| 5Y | -70.0% | +1,046.7% | -1,116.7% | -92.0% |
| All | -24.8% | +2,074.8% | -2,099.5% | -77.0% |
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