-49.4%
FIX vs BR
+27.1%
-76.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.3% | +3.6% |
| 7D | -17.5% | +6.5% | -23.9% | -11.6% |
| 30D | -41.6% | +18.9% | -60.5% | -30.8% |
| 3M | -40.6% | +16.3% | -56.9% | -30.3% |
| 6M | -49.4% | +26.2% | -75.6% | -33.1% |
| All | -49.4% | +27.1% | -76.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 6mo: compounded portfolio wealth divided by compounded BR 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…
6mo analysis · Full analysis span regression · 6 months rolling