+178.7%
B vs FIX
+497.3%
-318.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | +7.1% | -13.9% | +21.1% | +9.1% |
| 30D | -3.3% | -35.5% | +32.2% | +3.3% |
| 3M | -2.5% | -33.9% | +31.4% | +3.4% |
| 6M | -7.2% | -43.3% | +36.1% | +0.6% |
| YTD | -7.4% | +18.7% | -26.0% | -10.1% |
| 1Y | +16.4% | +13.8% | +2.7% | +13.4% |
| 3Y | +178.7% | +495.0% | -316.2% | +110.2% |
| All | +178.7% | +497.3% | -318.6% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling