+2,111.6%
NOW vs FIX
+12,345.7%
-10,234.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.1% | +14.8% | +2.6% |
| 7D | -27.5% | -18.9% | -8.6% | -24.7% |
| 30D | -20.0% | -36.3% | +16.3% | -13.5% |
| 3M | -7.9% | -38.5% | +30.6% | -0.3% |
| 6M | +18.3% | -42.3% | +60.6% | +26.8% |
| YTD | -29.0% | +17.1% | -46.1% | -38.0% |
| 1Y | -38.7% | +14.4% | -53.1% | -46.5% |
| 3Y | -10.3% | +486.7% | -497.0% | -54.1% |
| 5Y | -22.5% | +1,083.7% | -1,106.2% | -67.8% |
| 10Y | +553.8% | +3,932.4% | -3,378.6% | +81.4% |
| All | +2,111.6% | +12,345.7% | -10,234.1% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling