+14.4%
FIX vs USFR
+4.1%
+10.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | 0.0% | -15.1% | -15.1% |
| 7D | -18.9% | +0.1% | -19.0% | -17.3% |
| 30D | -36.3% | +0.4% | -36.7% | -31.2% |
| 3M | -38.5% | +1.1% | -39.6% | -19.1% |
| 6M | -42.3% | +2.0% | -44.3% | +5.6% |
| YTD | +17.1% | +3.4% | +13.7% | +108.5% |
| 1Y | +14.4% | +4.1% | +10.3% | +47.6% |
| All | +14.4% | +4.1% | +10.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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