+112.5%
NET vs FIX
+2,061.9%
-1,949.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.7% |
| 7D | -7.0% | +6.0% | -13.0% | -9.1% |
| 30D | -4.8% | -7.2% | +2.5% | -2.4% |
| 3M | +3.8% | -15.9% | +19.7% | +8.6% |
| 6M | +50.0% | +12.7% | +37.3% | +35.0% |
| YTD | +41.5% | +72.8% | -31.3% | +3.6% |
| 1Y | +32.8% | +122.9% | -90.1% | -15.6% |
| 3Y | +335.9% | +774.3% | -438.4% | +5.3% |
| All | +112.5% | +2,061.9% | -1,949.5% | -76.3% |
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