+948.1%
FIX vs NI
+104.4%
+843.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.8% |
| 7D | -17.5% | -0.9% | -16.5% | -17.1% |
| 30D | -41.6% | +9.6% | -51.2% | -44.4% |
| 3M | -40.6% | +2.5% | -43.1% | -41.4% |
| 6M | -49.4% | -5.8% | -43.6% | -48.2% |
| YTD | +9.2% | +8.6% | +0.6% | +4.1% |
| 1Y | +6.5% | +6.0% | +0.5% | +2.8% |
| 3Y | +448.7% | +91.0% | +357.7% | +304.8% |
| All | +948.1% | +104.4% | +843.7% | +627.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling