-83.9%
FIG vs FIX
+55.9%
-139.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -11.4% | -13.9% | +2.5% | -13.8% |
| 30D | -17.2% | -35.5% | +18.3% | -22.4% |
| 3M | -26.6% | -33.9% | +7.3% | -30.9% |
| 6M | -9.8% | -43.3% | +33.5% | -15.8% |
| YTD | -50.1% | +18.7% | -68.8% | -59.3% |
| 1Y | -58.1% | +13.8% | -71.8% | -65.5% |
| All | -83.9% | +55.9% | -139.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling