+29.4%
B vs FIX
+14.3%
+15.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -15.1% | +23.4% | +11.8% |
| 7D | +1.1% | -18.9% | +20.0% | +5.7% |
| 30D | +0.3% | -36.3% | +36.6% | +12.4% |
| 3M | +5.4% | -38.5% | +43.9% | +18.9% |
| 6M | +5.5% | -42.3% | +47.8% | +20.0% |
| YTD | -6.3% | +17.1% | -23.4% | -17.2% |
| 1Y | +29.4% | +14.4% | +15.0% | +14.4% |
| All | +29.4% | +14.3% | +15.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling