-41.8%
NOW vs FIX
+0.4%
-42.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.7% | -8.9% |
| 7D | -6.7% | -27.2% | +20.6% | -14.5% |
| 30D | -25.8% | -46.9% | +21.1% | -39.0% |
| 3M | -12.7% | -44.4% | +31.7% | -26.2% |
| 6M | +11.2% | -50.9% | +62.2% | -7.6% |
| YTD | -33.2% | +3.5% | -36.7% | -38.8% |
| 1Y | -41.8% | -2.1% | -39.7% | -46.5% |
| All | -41.8% | +0.4% | -42.2% | -46.5% |
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