+777.0%
FIX vs A
+26.9%
+750.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +6.0% | -1.9% | +8.0% | +6.8% |
| 30D | -7.2% | +6.9% | -14.2% | -9.9% |
| 3M | -15.9% | +9.2% | -25.1% | -19.2% |
| 6M | +12.7% | +25.7% | -12.9% | +1.1% |
| YTD | +72.8% | +11.5% | +61.3% | +63.3% |
| 1Y | +122.9% | +18.4% | +104.5% | +104.4% |
| All | +777.0% | +26.9% | +750.1% | +714.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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