+14.4%
FIX vs P
+19.7%
-5.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.0% | -10.1% | -13.1% |
| 7D | -18.9% | -19.4% | +0.4% | -11.9% |
| 30D | -36.3% | -22.3% | -14.0% | -30.0% |
| 3M | -38.5% | +33.2% | -71.7% | -45.3% |
| 6M | -42.3% | +53.6% | -95.9% | -52.2% |
| YTD | +17.1% | +66.8% | -49.7% | -6.4% |
| 1Y | +14.4% | +17.5% | -3.1% | -5.2% |
| All | +14.4% | +19.7% | -5.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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