+32.6%
NET vs FIX
+1,064.8%
-1,032.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.1% | +12.5% | +3.0% |
| 7D | -16.4% | -18.9% | +2.5% | -9.9% |
| 30D | -25.8% | -36.3% | +10.5% | -13.2% |
| 3M | -11.5% | -38.5% | +27.0% | +3.9% |
| 6M | +18.9% | -42.3% | +61.2% | +39.6% |
| YTD | +35.2% | +17.1% | +18.1% | +12.6% |
| 1Y | +14.5% | +14.4% | +0.1% | -4.3% |
| 3Y | +313.8% | +486.7% | -172.9% | +13.9% |
| 5Y | +32.6% | +1,083.7% | -1,051.2% | -82.1% |
| All | +32.6% | +1,064.8% | -1,032.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling