+21.9%
FIX vs M
+25.7%
-3.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +6.0% | +5.2% |
| 7D | +6.4% | -3.3% | +9.8% | +6.9% |
| 30D | -29.1% | +8.1% | -37.2% | -30.4% |
| 3M | -31.1% | +2.2% | -33.4% | -31.7% |
| 6M | -42.8% | +35.1% | -77.9% | -47.7% |
| YTD | +24.6% | +15.8% | +8.8% | +14.4% |
| 1Y | +21.9% | +25.8% | -3.9% | +8.7% |
| All | +21.9% | +25.7% | -3.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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