+347.7%
NOK vs FIX
+12,471.5%
-12,123.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -39.7% | -15.9% | -23.8% | -36.9% |
| 6M | +23.1% | +12.7% | +10.3% | +19.9% |
| YTD | +55.0% | +72.8% | -17.8% | +36.7% |
| 1Y | +118.0% | +122.9% | -4.9% | +79.9% |
| 3Y | +170.5% | +774.3% | -603.8% | +51.9% |
| 5Y | +84.9% | +2,049.5% | -1,964.6% | -17.3% |
| 10Y | +112.0% | +5,821.5% | -5,709.5% | -29.5% |
| All | +347.7% | +12,471.5% | -12,123.8% | -7.6% |
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