-84.0%
FIG vs FIX
+36.1%
-120.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -11.6% | -5.1% | -18.2% |
| 7D | -17.4% | -27.2% | +9.9% | -21.2% |
| 30D | -15.9% | -46.9% | +31.0% | -23.2% |
| 3M | -34.5% | -44.4% | +9.9% | -39.6% |
| 6M | -5.0% | -50.9% | +45.9% | -12.7% |
| YTD | -50.7% | +3.5% | -54.2% | -60.4% |
| 1Y | -58.1% | -2.1% | -56.0% | -66.0% |
| All | -84.0% | +36.1% | -120.1% | -87.5% |
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