+26.5%
ON vs FIX
+1,107.4%
-1,080.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.0% | +0.7% | +3.3% |
| 7D | +3.3% | +6.4% | -3.1% | +0.5% |
| 30D | -3.1% | -29.1% | +26.0% | +12.7% |
| 3M | -9.2% | -31.1% | +21.9% | +6.8% |
| 6M | -31.4% | -42.8% | +11.5% | -10.9% |
| YTD | +36.0% | +24.6% | +11.3% | +25.6% |
| 1Y | +52.0% | +21.9% | +30.1% | +40.7% |
| 3Y | +9.3% | +524.9% | -515.7% | -62.1% |
| 5Y | +26.5% | +1,092.2% | -1,065.7% | -75.0% |
| All | +26.5% | +1,107.4% | -1,080.9% | -75.0% |
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