-39.8%
NOW vs FIX
+15.7%
-55.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.2% |
| 7D | +0.3% | +9.4% | -9.2% | +2.7% |
| 30D | -27.0% | -27.8% | +0.8% | -34.3% |
| 3M | -19.6% | -35.6% | +15.9% | -30.1% |
| 6M | +17.5% | -45.2% | +62.7% | -0.6% |
| YTD | -33.3% | +19.5% | -52.7% | -35.2% |
| 1Y | -39.8% | +24.2% | -64.1% | -41.9% |
| All | -39.8% | +15.7% | -55.6% | -41.9% |
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