+14.4%
FIX vs RF
+25.4%
-11.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.6% | -15.6% |
| 7D | -18.9% | +2.3% | -21.2% | -19.6% |
| 30D | -36.3% | +7.2% | -43.5% | -38.1% |
| 3M | -38.5% | -8.2% | -30.3% | -35.9% |
| 6M | -42.3% | +7.0% | -49.3% | -45.1% |
| YTD | +17.1% | +10.3% | +6.8% | +5.4% |
| 1Y | +14.4% | +25.1% | -10.7% | -6.9% |
| All | +14.4% | +25.4% | -11.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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