+6.5%
FIX vs PL
-3.5%
+10.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.4% | -4.9% | +3.1% |
| 7D | -17.5% | -6.8% | -10.6% | -16.0% |
| 30D | -41.6% | -29.3% | -12.3% | -37.4% |
| 3M | -40.6% | -44.8% | +4.2% | -33.7% |
| 6M | -49.4% | -68.4% | +19.0% | -39.4% |
| YTD | +9.2% | -36.4% | +45.5% | +14.9% |
| 1Y | +6.5% | +0.7% | +5.7% | +1.6% |
| All | +6.5% | -3.5% | +10.0% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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