+1,449.6%
NET vs FIX
+3,980.2%
-2,530.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | -7.0% | +6.0% | -13.0% | -8.7% |
| 30D | -4.8% | -7.2% | +2.5% | -2.9% |
| 3M | +3.8% | -15.9% | +19.7% | +7.7% |
| 6M | +50.0% | +12.7% | +37.3% | +39.1% |
| YTD | +41.5% | +72.8% | -31.3% | +12.9% |
| 1Y | +32.8% | +122.9% | -90.1% | -4.0% |
| 3Y | +335.9% | +774.3% | -438.4% | +84.1% |
| 5Y | +113.8% | +2,049.5% | -1,935.6% | -30.0% |
| All | +1,449.6% | +3,980.2% | -2,530.6% | +391.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling