+137.9%
NOK vs FIX
+448.6%
-310.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.8% | +1.2% |
| 7D | -10.5% | -17.5% | +6.9% | -6.0% |
| 30D | -27.9% | -41.6% | +13.7% | -17.1% |
| 3M | -18.8% | -40.6% | +21.8% | -6.8% |
| 6M | -41.9% | -49.4% | +7.4% | -31.3% |
| YTD | +18.4% | +9.2% | +9.2% | +27.2% |
| 1Y | +10.9% | +6.5% | +4.4% | +19.2% |
| 3Y | +137.9% | +448.7% | -310.8% | +74.8% |
| All | +137.9% | +448.6% | -310.7% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling