+14.5%
FIX vs ALL
+28.9%
-14.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.1% |
| 7D | -7.2% | -3.9% | -3.4% | -9.5% |
| 30D | -35.1% | +10.6% | -45.7% | -29.6% |
| 3M | -34.3% | -4.6% | -29.7% | -35.8% |
| 6M | -42.9% | +20.2% | -63.1% | -34.2% |
| YTD | +19.5% | +23.7% | -4.3% | +41.3% |
| All | +14.5% | +28.9% | -14.4% | +37.4% |
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