-40.6%
NOW vs FIX
+3.4%
-44.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | +1.0% |
| 7D | -3.0% | -17.5% | +14.5% | -7.8% |
| 30D | -26.0% | -41.6% | +15.5% | -37.5% |
| 3M | -13.1% | -40.6% | +27.5% | -25.4% |
| 6M | +14.5% | -49.4% | +63.9% | -4.2% |
| YTD | -33.4% | +9.2% | -42.6% | -37.9% |
| 1Y | -40.6% | +6.5% | -47.1% | -44.6% |
| All | -40.6% | +3.4% | -44.0% | -44.6% |
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