+165.2%
NOK vs FIX
+765.6%
-600.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | -1.8% | +6.0% | -7.8% | -3.1% |
| 30D | +4.7% | -7.2% | +11.9% | +6.4% |
| 3M | -39.7% | -15.9% | -23.8% | -37.3% |
| 6M | +23.1% | +12.7% | +10.3% | +22.6% |
| YTD | +55.0% | +72.8% | -17.8% | +46.8% |
| 1Y | +118.0% | +122.9% | -4.9% | +100.7% |
| All | +165.2% | +765.6% | -600.4% | +86.1% |
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 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