-26.4%
NOW vs FIX
+933.9%
-960.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.2% |
| 7D | -3.0% | -17.5% | +14.5% | -0.6% |
| 30D | -26.0% | -41.6% | +15.5% | -20.7% |
| 3M | -13.1% | -40.6% | +27.5% | -7.5% |
| 6M | +14.5% | -49.4% | +63.9% | +23.4% |
| YTD | -33.4% | +9.2% | -42.6% | -43.5% |
| 1Y | -40.6% | +6.5% | -47.1% | -49.6% |
| 3Y | -16.3% | +448.7% | -465.0% | -68.3% |
| All | -26.4% | +933.9% | -960.2% | -82.7% |
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