-83.2%
FIG vs FIX
+57.0%
-140.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.6% |
| 7D | +3.4% | +9.4% | -6.0% | +4.5% |
| 30D | -9.5% | -27.8% | +18.3% | -13.8% |
| 3M | -26.2% | -35.6% | +9.4% | -30.7% |
| 6M | +2.7% | -45.2% | +47.9% | -3.7% |
| YTD | -48.0% | +19.5% | -67.4% | -57.5% |
| 1Y | -52.0% | +24.2% | -76.3% | -61.4% |
| All | -83.2% | +57.0% | -140.2% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling