+44.5%
F vs FIX
+420.3%
-375.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.6% | +10.5% | +0.6% |
| 7D | +1.4% | -27.2% | +28.6% | +5.8% |
| 30D | +2.0% | -46.9% | +49.0% | +11.9% |
| 3M | -10.4% | -44.4% | +34.1% | -2.8% |
| 6M | +9.7% | -50.9% | +60.6% | +20.8% |
| YTD | -1.2% | +3.5% | -4.7% | -5.9% |
| 1Y | 0.0% | -2.1% | +2.1% | -4.0% |
| All | +44.5% | +420.3% | -375.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling