+14.4%
FIX vs NI
+9.5%
+4.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.8% |
| 7D | -18.9% | +3.9% | -22.8% | -20.7% |
| 30D | -36.3% | +15.3% | -51.6% | -41.9% |
| 3M | -38.5% | +2.4% | -40.9% | -39.4% |
| 6M | -42.3% | -4.5% | -37.7% | -40.7% |
| YTD | +17.1% | +11.4% | +5.7% | +1.3% |
| 1Y | +14.4% | +8.5% | +5.9% | +2.7% |
| All | +14.4% | +9.5% | +4.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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