+17.7%
C vs FIX
+8,419.6%
-8,401.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.1% | +16.7% | +6.1% |
| 7D | +1.1% | -18.9% | +20.0% | +6.7% |
| 30D | -2.4% | -36.3% | +33.9% | +9.9% |
| 3M | -8.4% | -38.5% | +30.2% | +3.7% |
| 6M | +0.3% | -42.3% | +42.6% | +14.3% |
| YTD | +9.1% | +17.1% | -8.0% | -0.6% |
| 1Y | +26.0% | +14.4% | +11.7% | +15.1% |
| 3Y | +221.2% | +486.7% | -265.5% | +66.7% |
| 5Y | +120.4% | +1,083.7% | -963.3% | -10.0% |
| 10Y | +250.6% | +3,932.4% | -3,681.8% | -2.8% |
| All | +17.7% | +8,419.6% | -8,401.9% | -78.8% |
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