+268.2%
NOK vs FIX
+8,533.7%
-8,265.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -2.7% | -13.9% | +11.2% | +0.7% |
| 30D | -20.4% | -35.5% | +15.2% | -11.5% |
| 3M | -9.6% | -33.9% | +24.3% | 0.0% |
| 6M | -35.6% | -43.3% | +7.7% | -25.9% |
| YTD | +27.5% | +18.7% | +8.8% | +23.3% |
| 1Y | +18.4% | +13.8% | +4.6% | +15.2% |
| 3Y | +151.8% | +495.0% | -343.1% | +56.0% |
| 5Y | +61.1% | +1,049.0% | -987.9% | -16.0% |
| 10Y | +123.7% | +3,644.4% | -3,520.7% | -16.5% |
| All | +268.2% | +8,533.7% | -8,265.5% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling