-41.8%
NOW vs FIX
+17.6%
-59.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -2.7% |
| 7D | -1.7% | +17.0% | -18.7% | +2.4% |
| 30D | -27.4% | -30.6% | +3.2% | -35.5% |
| 3M | -19.4% | -35.0% | +15.6% | -29.4% |
| 6M | +13.1% | -44.0% | +57.1% | -3.1% |
| YTD | -34.3% | +21.1% | -55.4% | -36.9% |
| 1Y | -41.8% | +16.3% | -58.0% | -43.9% |
| All | -41.8% | +17.6% | -59.4% | -43.9% |
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