+14.5%
FIX vs EW
+26.8%
-12.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +9.3% |
| 7D | -7.2% | +12.3% | -19.5% | -7.6% |
| 30D | -35.1% | +22.9% | -58.0% | -35.7% |
| 3M | -34.3% | +16.7% | -51.0% | -34.5% |
| 6M | -42.9% | +31.0% | -73.9% | -45.9% |
| YTD | +19.5% | +22.8% | -3.4% | +18.9% |
| All | +14.5% | +26.8% | -12.3% | +12.7% |
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