+16.1%
FIX vs ALL
+29.9%
-13.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | +1.6% |
| 7D | -13.9% | -0.1% | -13.8% | -13.5% |
| 30D | -35.5% | +13.8% | -49.4% | -28.5% |
| 3M | -33.9% | -2.8% | -31.2% | -34.5% |
| 6M | -43.3% | +23.7% | -67.0% | -33.2% |
| YTD | +18.7% | +27.3% | -8.6% | +43.3% |
| All | +16.1% | +29.9% | -13.8% | +40.2% |
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