+11.8%
C vs FIX
+7,433.0%
-7,421.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -11.6% | +6.5% | -1.7% |
| 7D | -5.3% | -27.2% | +21.9% | +3.1% |
| 30D | -7.3% | -46.9% | +39.6% | +10.1% |
| 3M | -13.5% | -44.4% | +30.9% | +0.8% |
| 6M | -6.5% | -50.9% | +44.4% | +11.6% |
| YTD | +3.6% | +3.5% | +0.1% | -2.3% |
| 1Y | +18.9% | -2.1% | +21.0% | +13.5% |
| 3Y | +205.0% | +418.7% | -213.8% | +63.9% |
| 5Y | +109.4% | +894.6% | -785.2% | -10.1% |
| 10Y | +232.9% | +3,465.5% | -3,232.6% | -4.4% |
| All | +11.8% | +7,433.0% | -7,421.3% | -79.2% |
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