+3.0%
GOOG vs FIX
+17.6%
-14.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.0% |
| 7D | +4.8% | +17.0% | -12.2% | +2.5% |
| 30D | -15.5% | -30.6% | +15.1% | -11.3% |
| 3M | -13.7% | -35.0% | +21.4% | -8.8% |
| 6M | -23.0% | -44.0% | +21.0% | -16.6% |
| YTD | -5.7% | +21.1% | -26.8% | -16.4% |
| 1Y | +3.0% | +16.3% | -13.2% | -7.7% |
| All | +3.0% | +17.6% | -14.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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