+3.7%
F vs FIX
+14.3%
-10.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.1% | +18.0% | +4.3% |
| 7D | +6.0% | -18.9% | +24.9% | +8.0% |
| 30D | +4.3% | -36.3% | +40.6% | +9.3% |
| 3M | -10.1% | -38.5% | +28.5% | -5.5% |
| 6M | +12.8% | -42.3% | +55.0% | +19.5% |
| YTD | -0.1% | +17.1% | -17.2% | -6.4% |
| 1Y | +3.7% | +14.4% | -10.7% | -2.9% |
| All | +3.7% | +14.3% | -10.6% | -2.9% |
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