+26.0%
C vs FIX
+14.3%
+11.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.1% | +16.7% | +4.3% |
| 7D | +1.1% | -18.9% | +20.0% | +4.6% |
| 30D | -2.4% | -36.3% | +33.9% | +5.8% |
| 3M | -8.4% | -38.5% | +30.2% | -0.1% |
| 6M | +0.3% | -42.3% | +42.6% | +9.5% |
| YTD | +9.1% | +17.1% | -8.0% | +0.2% |
| 1Y | +26.0% | +14.4% | +11.7% | +15.5% |
| All | +26.0% | +14.3% | +11.8% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling