-6.1%
F vs FIX
+15.7%
-21.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -3.1% | +9.4% | -12.5% | -3.9% |
| 30D | 0.0% | -27.8% | +27.8% | +3.1% |
| 3M | -13.2% | -35.6% | +22.3% | -9.5% |
| 6M | -10.2% | -45.2% | +35.0% | -3.7% |
| YTD | -4.9% | +19.5% | -24.4% | -11.4% |
| 1Y | -6.1% | +24.2% | -30.3% | -13.5% |
| All | -6.1% | +15.7% | -21.8% | -13.5% |
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