+138.0%
B vs FIX
+933.9%
-795.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.2% |
| 7D | +9.6% | -17.5% | +27.0% | +11.9% |
| 30D | +3.5% | -41.6% | +45.1% | +11.6% |
| 3M | -1.6% | -40.6% | +39.0% | +5.5% |
| 6M | -1.7% | -49.4% | +47.7% | +7.5% |
| YTD | -5.3% | +9.2% | -14.5% | -6.9% |
| 1Y | +27.2% | +6.5% | +20.8% | +25.4% |
| 3Y | +166.1% | +448.7% | -282.6% | +111.0% |
| All | +138.0% | +933.9% | -795.9% | +70.6% |
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