+151.6%
F vs FIX
+8,419.6%
-8,267.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.1% | +18.0% | +6.3% |
| 7D | +6.0% | -18.9% | +24.9% | +10.4% |
| 30D | +4.3% | -36.3% | +40.6% | +14.1% |
| 3M | -10.1% | -38.5% | +28.5% | -1.2% |
| 6M | +12.8% | -42.3% | +55.0% | +24.2% |
| YTD | -0.1% | +17.1% | -17.2% | -7.5% |
| 1Y | +3.7% | +14.4% | -10.7% | -3.8% |
| 3Y | +42.7% | +486.7% | -444.0% | -14.5% |
| 5Y | -11.0% | +1,083.7% | -1,094.8% | -55.4% |
| 10Y | +87.0% | +3,932.4% | -3,845.4% | -30.0% |
| All | +151.6% | +8,419.6% | -8,267.9% | -26.2% |
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 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