+241.9%
NOK vs FIX
+7,843.3%
-7,601.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.8% | +1.4% |
| 7D | -10.5% | -17.5% | +6.9% | -6.5% |
| 30D | -27.9% | -41.6% | +13.7% | -17.9% |
| 3M | -18.8% | -40.6% | +21.8% | -7.8% |
| 6M | -41.9% | -49.4% | +7.4% | -31.3% |
| YTD | +18.4% | +9.2% | +9.2% | +16.8% |
| 1Y | +10.9% | +6.5% | +4.4% | +9.7% |
| 3Y | +137.9% | +448.7% | -310.8% | +50.3% |
| 5Y | +47.8% | +948.7% | -900.9% | -21.2% |
| 10Y | +116.4% | +3,659.7% | -3,543.4% | -19.2% |
| All | +241.9% | +7,843.3% | -7,601.5% | -21.0% |
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