-26.0%
NOW vs FIX
+929.6%
-955.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.7% | -4.3% |
| 7D | -6.7% | -27.2% | +20.6% | -2.6% |
| 30D | -25.8% | -46.9% | +21.1% | -19.3% |
| 3M | -12.7% | -44.4% | +31.7% | -6.2% |
| 6M | +11.2% | -50.9% | +62.2% | +20.1% |
| YTD | -33.2% | +3.5% | -36.7% | -42.9% |
| 1Y | -41.8% | -2.1% | -39.7% | -49.7% |
| 3Y | -15.7% | +418.7% | -434.4% | -67.7% |
| 5Y | -26.0% | +894.6% | -920.6% | -82.6% |
| All | -26.0% | +929.6% | -955.6% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling