+495.0%
FIX vs A
+68.9%
+426.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -13.9% | +1.4% | -15.3% | -14.3% |
| 30D | -35.5% | +4.3% | -39.8% | -36.4% |
| 3M | -33.9% | +19.8% | -53.7% | -38.6% |
| 6M | -43.3% | +54.4% | -97.7% | -53.4% |
| YTD | +18.7% | +31.7% | -13.0% | +4.8% |
| 1Y | +13.8% | +22.4% | -8.7% | +4.7% |
| 3Y | +495.0% | +67.7% | +427.3% | +388.4% |
| All | +495.0% | +68.9% | +426.1% | +388.4% |
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