+105.5%
B vs FIX
+1,026.2%
-920.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -7.3% | +9.4% | -16.8% | -8.6% |
| 30D | -3.3% | -27.8% | +24.4% | +0.8% |
| 3M | -7.8% | -35.6% | +27.8% | -2.3% |
| 6M | -15.5% | -45.2% | +29.7% | -8.7% |
| YTD | -12.3% | +19.5% | -31.7% | -14.9% |
| 1Y | +5.4% | +24.2% | -18.9% | +1.7% |
| 3Y | +165.5% | +494.2% | -328.6% | +107.6% |
| All | +105.5% | +1,026.2% | -920.7% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling