+499.2%
NOW vs FIX
+3,608.1%
-3,108.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.3% |
| 7D | -3.0% | -17.5% | +14.5% | -0.1% |
| 30D | -26.0% | -41.6% | +15.5% | -19.4% |
| 3M | -13.1% | -40.6% | +27.5% | -6.3% |
| 6M | +14.5% | -49.4% | +63.9% | +25.1% |
| YTD | -33.4% | +9.2% | -42.6% | -41.4% |
| 1Y | -40.6% | +6.5% | -47.1% | -47.6% |
| 3Y | -16.3% | +448.7% | -465.0% | -57.3% |
| 5Y | -26.3% | +948.7% | -975.0% | -69.3% |
| All | +499.2% | +3,608.1% | -3,108.9% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling