-21.4%
NOW vs FIX
+128.3%
-149.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -2.4% |
| 7D | -2.4% | +6.0% | -8.4% | -0.7% |
| 30D | +20.5% | -7.2% | +27.8% | +18.5% |
| 3M | +18.3% | -15.9% | +34.2% | +15.1% |
| 6M | +24.1% | +12.7% | +11.3% | +27.1% |
| YTD | -7.8% | +72.8% | -80.6% | -4.3% |
| 1Y | -21.4% | +122.9% | -144.3% | -18.7% |
| All | -21.4% | +128.3% | -149.6% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling