+13.8%
FIX vs EFV
+21.7%
-7.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -13.9% | +2.1% | -16.1% | -16.5% |
| 30D | -35.5% | +3.1% | -38.6% | -38.3% |
| 3M | -33.9% | -1.3% | -32.6% | -32.8% |
| 6M | -43.3% | +6.0% | -49.3% | -48.4% |
| YTD | +18.7% | +15.8% | +2.8% | -8.0% |
| 1Y | +13.8% | +21.1% | -7.3% | -17.8% |
| All | +13.8% | +21.7% | -7.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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