-57.4%
FIG vs FIX
+21.5%
-78.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +2.7% |
| 7D | -14.3% | +6.4% | -20.7% | -13.8% |
| 30D | -13.6% | -29.1% | +15.5% | -20.4% |
| 3M | -23.7% | -31.1% | +7.4% | -29.9% |
| 6M | -5.4% | -42.8% | +37.4% | -14.4% |
| YTD | -49.2% | +24.6% | -73.9% | -58.4% |
| 1Y | -57.4% | +21.9% | -79.3% | -65.0% |
| All | -57.4% | +21.5% | -78.9% | -65.0% |
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 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