+19.3%
EFA vs FIX
+125.7%
-106.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -0.5% | +3.5% | -4.0% | -1.0% |
| 30D | -1.3% | -3.5% | +2.2% | -1.0% |
| 3M | +5.2% | -11.8% | +17.0% | +6.3% |
| 6M | +9.4% | +17.8% | -8.4% | +5.7% |
| YTD | +12.7% | +73.3% | -60.6% | +5.3% |
| 1Y | +19.3% | +128.1% | -108.8% | +8.5% |
| All | +19.3% | +125.7% | -106.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling