+6.5%
FIX vs ALL
+28.6%
-22.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +2.0% |
| 7D | -17.5% | -1.9% | -15.5% | -18.2% |
| 30D | -41.6% | +13.8% | -55.3% | -35.3% |
| 3M | -40.6% | -7.0% | -33.6% | -43.1% |
| 6M | -49.4% | +18.0% | -67.4% | -42.1% |
| YTD | +9.2% | +24.2% | -15.0% | +29.4% |
| 1Y | +6.5% | +31.2% | -24.7% | +30.5% |
| All | +6.5% | +28.6% | -22.1% | +30.5% |
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