-11.4%
F vs FIX
+929.6%
-941.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.6% | +10.5% | +1.4% |
| 7D | +1.4% | -27.2% | +28.6% | +7.7% |
| 30D | +2.0% | -46.9% | +49.0% | +16.1% |
| 3M | -10.4% | -44.4% | +34.1% | +0.4% |
| 6M | +9.7% | -50.9% | +60.6% | +25.3% |
| YTD | -1.2% | +3.5% | -4.7% | -8.1% |
| 1Y | 0.0% | -2.1% | +2.1% | -6.0% |
| 3Y | +41.1% | +418.7% | -377.7% | -32.3% |
| 5Y | -11.4% | +894.6% | -906.0% | -74.2% |
| All | -11.4% | +929.6% | -941.0% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling