+130.7%
FIX vs NI
+6.7%
+124.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.7% |
| 7D | +6.1% | +2.3% | +3.8% | +4.7% |
| 30D | -2.7% | -1.7% | -1.0% | -1.8% |
| 3M | -10.9% | -8.0% | -2.9% | -8.4% |
| 6M | +29.0% | -8.6% | +37.6% | +33.0% |
| YTD | +76.9% | +2.3% | +74.5% | +72.7% |
| 1Y | +130.7% | +6.9% | +123.8% | +123.5% |
| All | +130.7% | +6.7% | +124.1% | +123.5% |
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