-52.0%
FIG vs FIX
+15.7%
-67.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.5% |
| 7D | +3.4% | +9.4% | -6.0% | +5.3% |
| 30D | -9.5% | -27.8% | +18.3% | -16.6% |
| 3M | -26.2% | -35.6% | +9.4% | -33.8% |
| 6M | +2.7% | -45.2% | +47.9% | -9.1% |
| YTD | -48.0% | +19.5% | -67.4% | -55.6% |
| 1Y | -52.0% | +24.2% | -76.3% | -61.0% |
| All | -52.0% | +15.7% | -67.8% | -61.0% |
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