+53.9%
F vs FIX
+2,061.9%
-2,008.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.0% |
| 7D | +5.3% | +6.0% | -0.7% | +3.9% |
| 30D | +4.6% | -7.2% | +11.8% | +6.2% |
| 3M | -3.7% | -15.9% | +12.2% | -0.8% |
| 6M | +16.8% | +12.7% | +4.1% | +10.5% |
| YTD | +15.3% | +72.8% | -57.5% | -3.3% |
| 1Y | +31.0% | +122.9% | -91.9% | +1.9% |
| 3Y | +45.4% | +774.3% | -728.9% | -38.1% |
| All | +53.9% | +2,061.9% | -2,008.0% | -66.1% |
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