+387.7%
V vs FIX
+5,813.3%
-5,425.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -1.7% | +6.0% | -7.7% | -2.8% |
| 30D | +2.0% | -7.2% | +9.2% | +3.1% |
| 3M | +17.4% | -15.9% | +33.2% | +19.6% |
| 6M | +17.5% | +12.7% | +4.8% | +11.7% |
| YTD | +7.6% | +72.8% | -65.2% | -7.2% |
| 1Y | +7.7% | +122.9% | -115.2% | -13.4% |
| 3Y | +54.7% | +774.3% | -719.7% | -18.9% |
| 5Y | +73.0% | +2,049.5% | -1,976.4% | -32.2% |
| All | +387.7% | +5,813.3% | -5,425.6% | +44.4% |
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