+109.4%
C vs FIX
+929.6%
-820.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.6% | +6.5% | -2.3% |
| 7D | -5.3% | -27.2% | +21.9% | +1.6% |
| 30D | -7.3% | -46.9% | +39.6% | +7.0% |
| 3M | -13.5% | -44.4% | +30.9% | -1.7% |
| 6M | -6.5% | -50.9% | +44.4% | +8.5% |
| YTD | +3.6% | +3.5% | +0.1% | -2.2% |
| 1Y | +18.9% | -2.1% | +21.0% | +13.5% |
| 3Y | +205.0% | +418.7% | -213.8% | +65.6% |
| 5Y | +109.4% | +894.6% | -785.2% | -14.7% |
| All | +109.4% | +929.6% | -820.2% | -14.7% |
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