+130.7%
C vs FIX
+2,061.9%
-1,931.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +3.6% | +6.0% | -2.4% | +2.1% |
| 30D | +0.1% | -7.2% | +7.3% | +1.7% |
| 3M | +2.4% | -15.9% | +18.3% | +5.8% |
| 6M | +24.9% | +12.7% | +12.2% | +18.7% |
| YTD | +19.8% | +72.8% | -53.0% | +1.3% |
| 1Y | +44.9% | +122.9% | -78.0% | +12.8% |
| 3Y | +263.0% | +774.3% | -511.3% | +76.6% |
| All | +130.7% | +2,061.9% | -1,931.3% | -25.3% |
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 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