+14.4%
FIX vs ALL
+42.7%
-28.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.9% | -18.0% | -12.8% |
| 7D | -18.9% | +7.5% | -26.4% | -13.9% |
| 30D | -36.3% | +19.7% | -56.0% | -26.6% |
| 3M | -38.5% | +2.9% | -41.4% | -36.3% |
| 6M | -42.3% | +23.5% | -65.8% | -31.3% |
| YTD | +17.1% | +31.1% | -14.0% | +45.3% |
| 1Y | +14.4% | +40.5% | -26.1% | +49.3% |
| All | +14.4% | +42.7% | -28.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling