+7,843.3%
FIX vs NI
+1,671.8%
+6,171.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 1Y | +6.5% | +6.0% | +0.5% | +3.0% |
| 3Y | +448.7% | +91.0% | +357.7% | +294.8% |
| 5Y | +948.7% | +104.8% | +844.0% | +617.5% |
| 10Y | +3,659.7% | +176.7% | +3,483.0% | +2,076.5% |
| All | +7,843.3% | +1,671.8% | +6,171.6% | +2,134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling