-83.7%
FIG vs FIX
+43.5%
-127.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +2.7% |
| 7D | -13.1% | -17.5% | +4.3% | -15.6% |
| 30D | -13.0% | -41.6% | +28.6% | -19.4% |
| 3M | -21.5% | -40.6% | +19.1% | -27.0% |
| 6M | -2.5% | -49.4% | +46.9% | -9.6% |
| YTD | -49.7% | +9.2% | -58.8% | -59.3% |
| 1Y | -59.1% | +6.5% | -65.5% | -66.8% |
| All | -83.7% | +43.5% | -127.2% | -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