+190.4%
F vs FIX
+12,471.5%
-12,281.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -3.7% | -15.9% | +12.2% | -1.1% |
| 6M | +16.8% | +12.7% | +4.1% | +11.5% |
| YTD | +15.3% | +72.8% | -57.5% | -0.8% |
| 1Y | +31.0% | +122.9% | -91.9% | +5.7% |
| 3Y | +45.4% | +774.3% | -728.9% | -19.8% |
| 5Y | +54.7% | +2,049.5% | -1,994.8% | -31.2% |
| 10Y | +98.2% | +5,821.5% | -5,723.2% | -31.3% |
| All | +190.4% | +12,471.5% | -12,281.1% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling