+128.1%
FIX vs BG
+49.9%
+78.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.5% | +0.5% | +3.0% | +3.5% |
| 30D | -3.5% | +10.3% | -13.8% | -3.9% |
| 3M | -11.8% | -1.9% | -9.9% | -11.3% |
| 6M | +17.8% | +5.2% | +12.5% | +17.4% |
| YTD | +73.3% | +41.2% | +32.1% | +73.3% |
| 1Y | +128.1% | +50.5% | +77.6% | +130.7% |
| All | +128.1% | +49.9% | +78.2% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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