-55.8%
FIG vs FIX
+128.3%
-184.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.1% |
| 7D | -16.3% | +6.0% | -22.3% | -15.5% |
| 30D | -14.3% | -7.2% | -7.1% | -15.2% |
| 3M | +7.2% | -15.9% | +23.0% | +5.6% |
| 6M | -18.6% | +12.7% | -31.4% | -23.0% |
| YTD | -35.5% | +72.8% | -108.2% | -45.0% |
| 1Y | -55.8% | +122.9% | -178.7% | -65.2% |
| All | -55.8% | +128.3% | -184.0% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling