-56.3%
FIG vs FIX
+14.0%
-70.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +4.8% |
| 7D | -12.6% | -7.2% | -5.4% | -14.4% |
| 30D | -13.8% | -35.1% | +21.3% | -22.0% |
| 3M | -16.7% | -34.3% | +17.6% | -24.1% |
| 6M | -6.1% | -42.9% | +36.8% | -15.7% |
| YTD | -48.1% | +19.5% | -67.5% | -57.6% |
| All | -56.3% | +14.0% | -70.4% | -63.7% |
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