+182.1%
B vs FIX
+7,433.0%
-7,250.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.6% | +12.1% | +1.4% |
| 7D | +4.3% | -27.2% | +31.6% | +6.6% |
| 30D | -0.9% | -46.9% | +46.0% | +3.7% |
| 3M | -1.4% | -44.4% | +43.1% | +2.7% |
| 6M | +5.0% | -50.9% | +55.9% | +10.2% |
| YTD | -5.8% | +3.5% | -9.4% | -6.5% |
| 1Y | +25.6% | -2.1% | +27.7% | +25.1% |
| 3Y | +161.6% | +418.7% | -257.1% | +129.6% |
| 5Y | +135.2% | +894.6% | -759.3% | +96.7% |
| 10Y | +170.7% | +3,465.5% | -3,294.8% | +104.5% |
| All | +182.1% | +7,433.0% | -7,250.9% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling