+216.5%
C vs FIX
+529.6%
-313.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.5% |
| 7D | -0.4% | +6.4% | -6.9% | -1.9% |
| 30D | -5.3% | -29.1% | +23.8% | +1.1% |
| 3M | -8.0% | -31.1% | +23.1% | -1.6% |
| 6M | -0.3% | -42.8% | +42.6% | +10.4% |
| YTD | +8.6% | +24.6% | -16.0% | -0.8% |
| 1Y | +25.8% | +21.9% | +3.9% | +15.1% |
| All | +216.5% | +529.6% | -313.1% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling