+11.4%
B vs FIX
+21.5%
-10.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.7% |
| 7D | -2.7% | +6.4% | -9.1% | -4.3% |
| 30D | -4.3% | -29.1% | +24.7% | +3.9% |
| 3M | -2.3% | -31.1% | +28.9% | +6.4% |
| 6M | -16.2% | -42.8% | +26.6% | -4.1% |
| YTD | -8.8% | +24.6% | -33.5% | -20.6% |
| 1Y | +11.4% | +21.9% | -10.6% | -3.3% |
| All | +11.4% | +21.5% | -10.2% | -3.3% |
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