-83.6%
FIG vs FIX
+59.1%
-142.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.6% |
| 7D | +2.6% | +16.9% | -14.3% | +4.5% |
| 30D | -13.1% | -30.6% | +17.6% | -17.7% |
| 3M | -20.3% | -35.1% | +14.8% | -25.2% |
| 6M | -2.1% | -44.0% | +41.9% | -8.1% |
| YTD | -49.4% | +21.0% | -70.4% | -58.6% |
| 1Y | -57.0% | +16.2% | -73.2% | -64.5% |
| All | -83.6% | +59.1% | -142.7% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling