+132.0%
NOK vs FIX
+132.0%
0.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.1% |
| 7D | +7.3% | +6.1% | +1.2% | +4.6% |
| 30D | +13.8% | -2.7% | +16.5% | +15.0% |
| 3M | -27.0% | -10.9% | -16.1% | -23.3% |
| 6M | +37.6% | +29.0% | +8.6% | +32.6% |
| YTD | +64.6% | +76.9% | -12.3% | +49.4% |
| 1Y | +132.0% | +130.7% | +1.3% | +102.4% |
| All | +132.0% | +132.0% | 0.0% | +102.4% |
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