+157.6%
B vs FIX
+2,061.9%
-1,904.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | -1.6% | +6.0% | -7.6% | -2.5% |
| 30D | +9.4% | -7.2% | +16.7% | +10.5% |
| 3M | +5.0% | -15.9% | +20.8% | +7.2% |
| 6M | -3.5% | +12.7% | -16.3% | -5.7% |
| YTD | +4.5% | +72.8% | -68.3% | -3.2% |
| 1Y | +67.8% | +122.9% | -55.1% | +51.0% |
| 3Y | +196.7% | +774.3% | -577.6% | +123.1% |
| All | +157.6% | +2,061.9% | -1,904.3% | +79.5% |
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