+129.8%
NOK vs FIX
+5,928.8%
-5,799.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.6% |
| 7D | +9.3% | +3.5% | +5.8% | +8.4% |
| 30D | +17.9% | -3.5% | +21.4% | +18.9% |
| 3M | -22.3% | -11.8% | -10.5% | -19.6% |
| 6M | +36.4% | +17.8% | +18.6% | +32.0% |
| YTD | +66.3% | +73.3% | -7.0% | +47.1% |
| 1Y | +134.4% | +128.1% | +6.3% | +93.3% |
| 3Y | +186.6% | +772.7% | -586.1% | +54.8% |
| 5Y | +102.7% | +2,166.4% | -2,063.8% | -18.2% |
| 10Y | +129.8% | +6,034.5% | -5,904.6% | -24.9% |
| All | +129.8% | +5,928.8% | -5,799.0% | -24.9% |
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