-15.8%
F vs FIX
+933.9%
-949.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.2% | -1.9% |
| 7D | +1.6% | -17.5% | +19.0% | +5.0% |
| 30D | +2.6% | -41.6% | +44.2% | +14.3% |
| 3M | -8.8% | -40.6% | +31.8% | +0.6% |
| 6M | +4.6% | -49.4% | +54.0% | +18.8% |
| YTD | -1.9% | +9.2% | -11.1% | -9.8% |
| 1Y | -0.8% | +6.5% | -7.2% | -8.5% |
| 3Y | +43.5% | +448.7% | -405.2% | -32.0% |
| All | -15.8% | +933.9% | -949.7% | -75.8% |
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