+122.9%
FIX vs EW
+11.0%
+111.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -0.3% | +6.4% | +6.0% |
| 30D | -7.2% | +1.0% | -8.3% | -7.4% |
| 3M | -15.9% | +2.8% | -18.7% | -16.3% |
| 6M | +12.7% | +5.5% | +7.3% | +11.7% |
| YTD | +72.8% | +5.5% | +67.3% | +69.9% |
| 1Y | +122.9% | +11.0% | +111.9% | +122.0% |
| All | +122.9% | +11.0% | +111.9% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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